+49.3%
SW vs TROW
+31.4%
+17.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | +0.4% |
| 7D | +4.7% | +2.0% | +2.7% | +3.4% |
| 30D | +5.0% | +4.9% | +0.1% | +2.0% |
| 3M | -7.3% | -4.3% | -3.1% | -5.2% |
| 6M | +15.0% | +7.0% | +8.0% | +10.6% |
| YTD | +18.5% | +10.4% | +8.1% | +11.2% |
| 1Y | +27.1% | +11.8% | +15.4% | +18.2% |
| All | +49.3% | +31.4% | +17.9% | +24.0% |
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