+143.4%
STLD vs TROW
+14.8%
+128.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.5% |
| 7D | +2.7% | +0.4% | +2.3% | +2.4% |
| 30D | -8.4% | -4.0% | -4.4% | -6.5% |
| 3M | -9.9% | +5.0% | -14.9% | -13.2% |
| 6M | +33.0% | +24.3% | +8.7% | +16.5% |
| YTD | +42.6% | +9.8% | +32.8% | +32.9% |
| 1Y | +80.8% | +6.4% | +74.3% | +71.3% |
| 3Y | +143.4% | +15.8% | +127.6% | +119.5% |
| All | +143.4% | +14.8% | +128.7% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling