+596.0%
SIMO vs TROW
+130.0%
+466.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.2% | +8.4% | +7.8% |
| 7D | +11.0% | -3.2% | +14.2% | +12.6% |
| 30D | +17.9% | -4.6% | +22.5% | +20.1% |
| 3M | +3.9% | -0.7% | +4.6% | +3.3% |
| 6M | +131.0% | +22.2% | +108.8% | +108.9% |
| YTD | +209.3% | +6.6% | +202.7% | +195.1% |
| 1Y | +223.8% | +5.8% | +217.9% | +209.9% |
| 3Y | +479.2% | +11.6% | +467.6% | +435.3% |
| 5Y | +316.0% | -38.9% | +354.9% | +392.3% |
| All | +596.0% | +130.0% | +466.0% | +353.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling