+31.0%
SWKS vs TROW
+129.7%
-98.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.2% | +2.1% |
| 7D | +11.8% | +0.4% | +11.4% | +11.5% |
| 30D | +6.7% | -4.0% | +10.8% | +9.7% |
| 3M | 0.0% | +5.0% | -5.0% | -4.0% |
| 6M | +38.7% | +24.3% | +14.4% | +18.3% |
| YTD | +21.4% | +9.8% | +11.6% | +12.0% |
| 1Y | +2.9% | +6.4% | -3.5% | -2.9% |
| 3Y | -16.4% | +15.8% | -32.2% | -26.5% |
| 5Y | -51.2% | -37.3% | -13.9% | -37.3% |
| 10Y | +31.0% | +130.6% | -99.6% | -14.9% |
| All | +31.0% | +129.7% | -98.7% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling