+8,106.4%
TROW vs SPY
+3,074.3%
+5,032.2%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.4% |
| 7D | +0.4% | +0.5% | -0.1% | -0.3% |
| 30D | -4.0% | -0.9% | -3.1% | -2.8% |
| 3M | +5.0% | +3.9% | +1.1% | -0.6% |
| 6M | +24.3% | +14.5% | +9.8% | +2.7% |
| YTD | +9.8% | +12.9% | -3.2% | -7.5% |
| 1Y | +6.4% | +19.4% | -12.9% | -16.9% |
| 3Y | +15.8% | +78.5% | -62.7% | -47.9% |
| 5Y | -37.3% | +81.8% | -119.0% | -71.7% |
| 10Y | +130.6% | +311.5% | -180.9% | -65.9% |
| All | +8,106.4% | +3,074.3% | +5,032.2% | +48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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