+11.6%
TROW vs SPXS
-79.6%
+91.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -2.1% |
| 7D | -3.2% | +2.5% | -5.7% | -2.2% |
| 30D | -4.6% | +4.2% | -8.8% | -3.0% |
| 3M | -0.7% | -9.3% | +8.7% | -3.7% |
| 6M | +22.2% | -30.7% | +52.9% | +7.6% |
| YTD | +6.6% | -28.1% | +34.7% | -3.9% |
| 1Y | +5.8% | -35.1% | +40.9% | -7.7% |
| 3Y | +11.6% | -79.6% | +91.2% | -32.6% |
| All | +11.6% | -79.6% | +91.2% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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