+145.8%
SITM vs TROW
+4.9%
+141.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.9% |
| 7D | +3.9% | -3.2% | +7.0% | +5.0% |
| 30D | -6.6% | -4.6% | -2.0% | -5.1% |
| 3M | -11.9% | -0.7% | -11.2% | -14.1% |
| 6M | +81.1% | +22.2% | +58.9% | +53.0% |
| YTD | +80.0% | +6.6% | +73.3% | +61.8% |
| 1Y | +145.8% | +5.8% | +140.0% | +126.7% |
| All | +145.8% | +4.9% | +141.0% | +126.7% |
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