+45.5%
SRE vs TROW
-39.3%
+84.8%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.5% |
| 7D | -0.8% | -3.2% | +2.3% | 0.0% |
| 30D | -3.0% | -4.6% | +1.6% | -1.9% |
| 3M | -8.3% | -0.7% | -7.7% | -8.5% |
| 6M | -8.9% | +22.2% | -31.1% | -13.9% |
| YTD | -4.3% | +6.6% | -10.9% | -6.5% |
| 1Y | +2.7% | +5.8% | -3.1% | +0.4% |
| 3Y | +28.7% | +11.6% | +17.1% | +22.0% |
| All | +45.5% | -39.3% | +84.8% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling