+217.9%
SIMO vs TROW
+37.3%
+180.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.7% | -6.3% | -5.9% |
| 7D | +4.1% | +0.5% | +3.6% | +3.9% |
| 30D | -24.0% | +9.3% | -33.3% | -27.0% |
| 3M | -31.8% | -0.9% | -30.9% | -31.6% |
| 6M | -36.9% | +8.3% | -45.2% | -40.0% |
| YTD | +84.8% | +10.6% | +74.2% | +71.6% |
| 1Y | +99.0% | +10.5% | +88.4% | +84.4% |
| 3Y | +217.9% | +36.5% | +181.4% | +174.5% |
| All | +217.9% | +37.3% | +180.6% | +174.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling