+1,224.2%
TROW vs SBAC
+2,199.0%
-974.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -4.0% | +3.2% | -7.3% | -4.6% |
| 3M | +5.0% | -5.1% | +10.1% | +5.8% |
| 6M | +24.3% | -2.1% | +26.4% | +23.7% |
| YTD | +9.8% | -0.5% | +10.3% | +8.7% |
| 1Y | +6.4% | +1.1% | +5.3% | +5.0% |
| 3Y | +15.8% | -7.4% | +23.2% | +14.9% |
| 5Y | -37.3% | -44.3% | +7.1% | -31.6% |
| 10Y | +130.6% | +77.6% | +53.1% | +102.9% |
| All | +1,224.2% | +2,199.0% | -974.8% | +719.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling