+4,789.7%
SITM vs TROW
+16.3%
+4,773.4%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +6.7% |
| 7D | +3.9% | -3.2% | +7.0% | +7.0% |
| 30D | -6.6% | -4.6% | -2.0% | -2.6% |
| 3M | -11.9% | -0.7% | -11.2% | -13.4% |
| 6M | +81.1% | +22.2% | +58.9% | +45.1% |
| YTD | +80.0% | +6.6% | +73.3% | +61.9% |
| 1Y | +145.8% | +5.8% | +140.0% | +124.2% |
| 3Y | +475.9% | +11.6% | +464.3% | +403.0% |
| 5Y | +189.2% | -38.9% | +228.1% | +333.3% |
| All | +4,789.7% | +16.3% | +4,773.4% | +5,605.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling