+1,122.7%
STLD vs TROW
+128.2%
+994.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.1% |
| 7D | -2.8% | -1.5% | -1.3% | -2.0% |
| 30D | -10.4% | -5.3% | -5.1% | -7.6% |
| 3M | -10.6% | +2.9% | -13.5% | -12.8% |
| 6M | +32.7% | +22.2% | +10.5% | +17.1% |
| YTD | +42.8% | +8.1% | +34.7% | +34.6% |
| 1Y | +86.9% | +5.8% | +81.1% | +78.1% |
| 3Y | +143.8% | +14.0% | +129.8% | +118.1% |
| 5Y | +293.5% | -38.3% | +331.8% | +395.1% |
| 10Y | +1,122.7% | +131.7% | +991.0% | +524.9% |
| All | +1,122.7% | +128.2% | +994.5% | +524.9% |
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