+32.4%
SWKS vs TROW
+153.2%
-120.8%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.4% | -0.7% |
| 7D | -2.7% | +4.7% | -7.4% | -6.1% |
| 30D | +8.5% | +5.4% | +3.1% | +4.2% |
| 3M | +17.3% | -1.6% | +18.9% | +17.8% |
| 6M | +25.1% | +7.8% | +17.3% | +17.3% |
| YTD | +33.3% | +12.6% | +20.8% | +20.3% |
| 1Y | +22.9% | +13.6% | +9.3% | +10.1% |
| 3Y | +5.5% | +36.6% | -31.0% | -17.3% |
| 5Y | -41.9% | -36.7% | -5.2% | -26.0% |
| 10Y | +32.4% | +136.3% | -103.9% | -11.2% |
| All | +32.4% | +153.2% | -120.8% | -11.2% |
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