+125.0%
SU vs TROW
+11.3%
+113.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.1% |
| 7D | +2.2% | -3.2% | +5.4% | +2.9% |
| 30D | +8.4% | -4.6% | +13.0% | +9.4% |
| 3M | +12.1% | -0.7% | +12.7% | +11.4% |
| 6M | +19.7% | +22.2% | -2.5% | +12.5% |
| YTD | +58.4% | +6.6% | +51.8% | +54.1% |
| 1Y | +67.2% | +5.8% | +61.4% | +62.7% |
| 3Y | +125.0% | +11.6% | +113.4% | +104.0% |
| All | +125.0% | +11.3% | +113.7% | +104.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling