+129.1%
TROW vs SFM
+132.6%
-3.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -1.4% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | -4.5% | -4.4% | -0.2% | -4.0% |
| 3M | +3.9% | +1.5% | +2.3% | +3.1% |
| 6M | +22.6% | +6.5% | +16.1% | +20.1% |
| YTD | +10.1% | +2.2% | +8.0% | +8.5% |
| 1Y | +3.6% | -41.9% | +45.5% | +10.9% |
| 3Y | +12.4% | +106.8% | -94.3% | -4.2% |
| 5Y | -37.5% | +231.6% | -269.1% | -51.7% |
| 10Y | +130.0% | +258.4% | -128.5% | +65.7% |
| All | +129.1% | +132.6% | -3.5% | +74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling