+288.2%
STLD vs TROW
-35.4%
+323.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | -0.5% | -1.7% | +1.2% | +0.4% |
| 30D | -0.1% | +6.4% | -6.5% | -3.1% |
| 3M | -9.2% | -1.5% | -7.7% | -8.8% |
| 6M | +1.8% | +8.3% | -6.5% | -3.0% |
| YTD | +42.1% | +12.4% | +29.7% | +32.5% |
| 1Y | +58.5% | +12.4% | +46.1% | +47.6% |
| 3Y | +128.2% | +38.3% | +89.9% | +91.5% |
| 5Y | +288.2% | -35.2% | +323.4% | +276.5% |
| All | +288.2% | -35.4% | +323.6% | +276.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling