+44.4%
SITM vs TROW
+17.3%
+27.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +6.0% | -15.3% | -10.0% |
| 7D | -19.5% | +8.2% | -27.8% | -20.4% |
| 30D | -43.2% | +8.3% | -51.5% | -43.8% |
| 3M | -30.8% | -1.6% | -29.3% | -30.3% |
| 6M | -28.6% | +11.9% | -40.5% | -32.4% |
| YTD | +14.2% | +14.3% | -0.2% | +2.6% |
| 1Y | +44.4% | +17.0% | +27.4% | +23.5% |
| All | +44.4% | +17.3% | +27.1% | +23.5% |
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