+799.8%
STLD vs TROW
+130.0%
+669.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.5% | -1.7% | +1.2% | +0.6% |
| 30D | -0.1% | +6.4% | -6.5% | -3.9% |
| 3M | -9.2% | -1.5% | -7.7% | -8.9% |
| 6M | +1.8% | +8.3% | -6.5% | -4.0% |
| YTD | +42.1% | +12.4% | +29.7% | +30.5% |
| 1Y | +58.5% | +12.4% | +46.1% | +45.3% |
| 3Y | +128.2% | +38.3% | +89.9% | +82.2% |
| 5Y | +288.2% | -35.2% | +323.4% | +372.7% |
| 10Y | +799.8% | +128.8% | +671.0% | +420.5% |
| All | +799.8% | +130.0% | +669.8% | +420.5% |
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 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