+165.5%
SITM vs TROW
+0.2%
+165.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +6.9% |
| 7D | +9.7% | -1.3% | +11.0% | +10.2% |
| 30D | +12.7% | -4.5% | +17.2% | +14.3% |
| 3M | -13.4% | +3.9% | -17.3% | -16.8% |
| 6M | +59.6% | +22.6% | +37.0% | +36.9% |
| YTD | +73.3% | +10.1% | +63.2% | +55.5% |
| 1Y | +165.5% | +3.6% | +162.0% | +153.2% |
| All | +165.5% | +0.2% | +165.3% | +153.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling