+4,437.5%
SITM vs TROW
+17.9%
+4,419.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -0.1% |
| 7D | +3.7% | -1.5% | +5.2% | +5.1% |
| 30D | -14.5% | -5.3% | -9.2% | -10.2% |
| 3M | -10.6% | +2.9% | -13.5% | -15.0% |
| 6M | +65.5% | +22.2% | +43.3% | +32.8% |
| YTD | +67.0% | +8.1% | +58.9% | +48.5% |
| 1Y | +138.6% | +5.8% | +132.8% | +117.9% |
| 3Y | +421.8% | +14.0% | +407.8% | +346.8% |
| 5Y | +172.4% | -38.3% | +210.7% | +304.0% |
| All | +4,437.5% | +17.9% | +4,419.6% | +5,130.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling