+306.7%
SIMO vs TROW
-38.1%
+344.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.5% | +3.6% | +2.7% |
| 7D | +14.5% | -1.5% | +16.0% | +15.1% |
| 30D | +20.4% | -5.3% | +25.7% | +22.9% |
| 3M | +7.1% | +2.9% | +4.2% | +5.0% |
| 6M | +129.2% | +22.2% | +107.0% | +108.7% |
| YTD | +201.9% | +8.1% | +193.9% | +187.2% |
| 1Y | +235.5% | +5.8% | +229.7% | +222.1% |
| 3Y | +463.8% | +14.0% | +449.8% | +418.0% |
| 5Y | +306.7% | -38.3% | +345.0% | +378.1% |
| All | +306.7% | -38.1% | +344.8% | +378.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling