+124.8%
TROW vs SFM
+271.4%
-146.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.3% |
| 7D | -3.2% | -10.6% | +7.4% | -1.5% |
| 30D | -4.6% | -15.5% | +10.9% | -2.2% |
| 3M | -0.7% | -17.4% | +16.8% | +1.9% |
| 6M | +22.2% | -3.4% | +25.6% | +21.5% |
| YTD | +6.6% | -8.7% | +15.3% | +6.7% |
| 1Y | +5.8% | -47.2% | +53.0% | +15.6% |
| 3Y | +11.6% | +82.7% | -71.1% | -4.7% |
| 5Y | -38.9% | +214.3% | -253.2% | -53.8% |
| All | +124.8% | +271.4% | -146.6% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling