+130.1%
TROW vs SFM
+48.8%
+81.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.7% | +0.5% |
| 7D | +0.5% | +6.0% | -5.6% | -0.4% |
| 30D | +9.3% | -19.5% | +28.8% | +12.0% |
| 3M | -0.9% | -37.0% | +36.1% | +5.1% |
| 6M | +8.3% | -41.0% | +49.4% | +15.5% |
| YTD | +10.6% | -34.6% | +45.3% | +15.4% |
| 1Y | +10.5% | -36.3% | +46.8% | +15.7% |
| 3Y | +36.5% | +24.5% | +12.0% | +24.5% |
| 5Y | -37.1% | +115.9% | -152.9% | -48.6% |
| 10Y | +125.2% | +139.5% | -14.3% | +71.5% |
| All | +130.1% | +48.8% | +81.4% | +85.8% |
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