-53.0%
SWKS vs TROW
-37.5%
-15.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +14.0% |
| 3M | -7.4% | +3.9% | -11.3% | -10.5% |
| 6M | +32.7% | +22.6% | +10.1% | +13.7% |
| YTD | +19.2% | +10.1% | +9.0% | +9.5% |
| 1Y | +2.4% | +3.6% | -1.2% | -1.7% |
| 3Y | -25.6% | +12.4% | -38.0% | -34.2% |
| All | -53.0% | -37.5% | -15.6% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling