+730.4%
SW vs TROW
+223.0%
+507.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.4% | +1.9% | -0.9% |
| 7D | +4.7% | +2.0% | +2.7% | +4.3% |
| 30D | +5.0% | +4.9% | +0.1% | +4.1% |
| 3M | -7.3% | -4.3% | -3.1% | -6.7% |
| 6M | +15.0% | +7.0% | +8.0% | +13.8% |
| YTD | +18.5% | +10.4% | +8.1% | +16.5% |
| 1Y | +27.1% | +11.8% | +15.4% | +24.7% |
| 3Y | +49.3% | +31.5% | +17.8% | +43.1% |
| 5Y | -1.6% | -38.3% | +36.7% | +1.5% |
| 10Y | +185.4% | +148.7% | +36.7% | +157.1% |
| All | +730.4% | +223.0% | +507.4% | +668.5% |
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 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