+124.8%
TROW vs SM
+23.0%
+101.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -3.2% | +4.6% | -7.7% | -3.7% |
| 30D | -4.6% | +18.2% | -22.8% | -6.5% |
| 3M | -0.7% | +22.5% | -23.2% | -3.5% |
| 6M | +22.2% | +50.6% | -28.4% | +15.1% |
| YTD | +6.6% | +108.1% | -101.5% | -3.7% |
| 1Y | +5.8% | +46.0% | -40.2% | -0.6% |
| 3Y | +11.6% | +2.9% | +8.7% | +7.2% |
| 5Y | -38.9% | +112.6% | -151.5% | -46.8% |
| All | +124.8% | +23.0% | +101.8% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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