+11.6%
TROW vs SHAK
-2.6%
+14.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.3% | -1.8% |
| 7D | -3.2% | -8.3% | +5.1% | -1.6% |
| 30D | -4.6% | -12.6% | +8.0% | -2.2% |
| 3M | -0.7% | +9.1% | -9.8% | -3.0% |
| 6M | +22.2% | -31.2% | +53.5% | +29.1% |
| YTD | +6.6% | -21.6% | +28.2% | +8.6% |
| 1Y | +5.8% | -38.8% | +44.6% | +14.0% |
| 3Y | +11.6% | +0.6% | +11.0% | +1.9% |
| All | +11.6% | -2.6% | +14.3% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 3y: compounded portfolio wealth divided by compounded SHAK 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…
3y analysis · Full analysis span regression · 6 months rolling