+118.2%
SRE vs TROW
+130.0%
-11.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.8% | -3.2% | +2.3% | +0.1% |
| 30D | -3.0% | -4.6% | +1.6% | -1.6% |
| 3M | -8.3% | -0.7% | -7.7% | -8.5% |
| 6M | -8.9% | +22.2% | -31.1% | -14.9% |
| YTD | -4.3% | +6.6% | -10.9% | -7.0% |
| 1Y | +2.7% | +5.8% | -3.1% | -0.1% |
| 3Y | +28.7% | +11.6% | +17.1% | +20.9% |
| 5Y | +47.1% | -38.9% | +86.1% | +64.1% |
| All | +118.2% | +130.0% | -11.8% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TROW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling