-38.1%
TROW vs SM
+106.9%
-145.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.6% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -5.3% | +20.3% | -25.6% | -8.3% |
| 3M | +2.9% | +22.9% | -20.0% | -1.5% |
| 6M | +22.2% | +47.8% | -25.6% | +11.4% |
| YTD | +8.1% | +107.5% | -99.4% | -8.6% |
| 1Y | +5.8% | +51.7% | -45.9% | -5.1% |
| 3Y | +14.0% | -0.9% | +14.9% | +7.1% |
| All | -38.1% | +106.9% | -145.0% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling