+100.5%
SIMO vs TROW
+17.3%
+83.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.0% | -15.6% | -9.1% |
| 7D | -16.9% | +8.2% | -25.1% | -16.3% |
| 30D | -35.4% | +8.3% | -43.7% | -34.9% |
| 3M | -31.9% | -1.6% | -30.3% | -31.6% |
| 6M | -19.3% | +11.9% | -31.2% | -18.8% |
| YTD | +98.5% | +14.3% | +84.1% | +91.7% |
| 1Y | +100.5% | +17.0% | +83.5% | +89.3% |
| All | +100.5% | +17.3% | +83.2% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 1y: compounded portfolio wealth divided by compounded TROW 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…
1y analysis · Full analysis span regression · 6 months rolling