+638.7%
TROW vs SPXS
-100.0%
+738.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.0% | +0.7% |
| 7D | -3.0% | +6.4% | -9.4% | -0.1% |
| 30D | -5.5% | +6.0% | -11.4% | -2.7% |
| 3M | +2.3% | -11.6% | +13.9% | -2.8% |
| 6M | +23.9% | -28.7% | +52.6% | +7.6% |
| YTD | +7.9% | -26.3% | +34.2% | -4.0% |
| 1Y | +6.1% | -34.9% | +41.1% | -10.1% |
| 3Y | +13.8% | -79.5% | +93.3% | -36.0% |
| 5Y | -38.2% | -85.9% | +47.7% | -62.9% |
| 10Y | +131.3% | -99.5% | +230.8% | -58.0% |
| All | +638.7% | -100.0% | +738.7% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling