+9,321.4%
TROW vs SM
+1,670.2%
+7,651.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -4.0% | -0.9% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -4.0% | +31.5% | -35.6% | -8.3% |
| 3M | +5.0% | +17.3% | -12.3% | +1.5% |
| 6M | +24.3% | +48.5% | -24.2% | +14.7% |
| YTD | +9.8% | +106.3% | -96.5% | -4.4% |
| 1Y | +6.4% | +47.3% | -40.9% | -2.6% |
| 3Y | +15.8% | -1.4% | +17.2% | +10.4% |
| 5Y | -37.3% | +114.0% | -151.3% | -49.3% |
| 10Y | +130.6% | +12.5% | +118.1% | +45.3% |
| All | +9,321.4% | +1,670.2% | +7,651.2% | +3,024.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling