+2,550.6%
SOXX vs TROW
+1,150.7%
+1,399.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.0% | +2.6% |
| 7D | +1.4% | -3.2% | +4.6% | +3.3% |
| 30D | -3.6% | -4.6% | +1.0% | -0.9% |
| 3M | -10.2% | -0.7% | -9.5% | -10.6% |
| 6M | +54.2% | +22.2% | +32.0% | +36.0% |
| YTD | +75.2% | +6.6% | +68.6% | +66.9% |
| 1Y | +107.5% | +5.8% | +101.7% | +98.3% |
| 3Y | +226.8% | +11.6% | +215.2% | +201.4% |
| 5Y | +251.2% | -38.9% | +290.2% | +353.2% |
| 10Y | +1,567.6% | +128.5% | +1,439.1% | +893.2% |
| All | +2,550.6% | +1,150.7% | +1,399.8% | +212.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling