-17.1%
SWKS vs TROW
+15.1%
-32.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.2% |
| 7D | +12.5% | -1.3% | +13.8% | +13.5% |
| 30D | +10.5% | -4.5% | +15.0% | +14.1% |
| 3M | -7.4% | +3.9% | -11.3% | -10.7% |
| 6M | +32.7% | +22.6% | +10.1% | +12.7% |
| YTD | +19.2% | +10.1% | +9.0% | +9.0% |
| 1Y | +2.4% | +3.6% | -1.2% | -1.8% |
| All | -17.1% | +15.1% | -32.1% | -31.3% |
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