+11.5%
SWKS vs TROW
+37.3%
-25.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | +9.4% | +0.5% | +8.9% | +9.0% |
| 30D | +17.0% | +9.3% | +7.6% | +9.3% |
| 3M | +28.9% | -0.9% | +29.8% | +28.9% |
| 6M | +33.1% | +8.3% | +24.8% | +23.2% |
| YTD | +44.8% | +10.6% | +34.2% | +30.7% |
| 1Y | +36.2% | +10.5% | +25.7% | +23.0% |
| 3Y | +11.5% | +36.5% | -25.0% | -16.8% |
| All | +11.5% | +37.3% | -25.8% | -16.8% |
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