-36.7%
TROW vs SBAC
-39.6%
+2.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.2% |
| 7D | +0.5% | +0.6% | -0.1% | +0.3% |
| 30D | +9.3% | +5.5% | +3.9% | +7.5% |
| 3M | -0.9% | +3.1% | -4.0% | -2.1% |
| 6M | +8.3% | -7.0% | +15.4% | +10.1% |
| YTD | +10.6% | +0.5% | +10.1% | +8.1% |
| 1Y | +10.5% | +0.2% | +10.3% | +8.0% |
| 3Y | +36.5% | -7.4% | +43.9% | +32.5% |
| All | -36.7% | -39.6% | +2.9% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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