+1,526.3%
SRE vs TROW
+1,139.7%
+386.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +1.5% | -1.5% | +3.0% | +1.8% |
| 30D | +0.8% | -5.3% | +6.1% | +2.1% |
| 3M | -5.8% | +2.9% | -8.7% | -6.7% |
| 6M | -7.8% | +22.2% | -30.0% | -12.6% |
| YTD | -2.4% | +8.1% | -10.4% | -4.8% |
| 1Y | +8.9% | +5.8% | +3.1% | +6.6% |
| 3Y | +31.1% | +14.0% | +17.1% | +24.6% |
| 5Y | +48.6% | -38.3% | +86.9% | +59.9% |
| 10Y | +126.1% | +131.7% | -5.5% | +74.5% |
| All | +1,526.3% | +1,139.7% | +386.6% | +788.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling