+293.5%
STLD vs TROW
-38.1%
+331.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.9% |
| 7D | -2.8% | -1.5% | -1.3% | -2.1% |
| 30D | -10.4% | -5.3% | -5.1% | -8.1% |
| 3M | -10.6% | +2.9% | -13.5% | -12.4% |
| 6M | +32.7% | +22.2% | +10.5% | +19.6% |
| YTD | +42.8% | +8.1% | +34.7% | +35.9% |
| 1Y | +86.9% | +5.8% | +81.1% | +79.6% |
| 3Y | +143.8% | +14.0% | +129.8% | +122.9% |
| 5Y | +293.5% | -38.3% | +331.8% | +339.2% |
| All | +293.5% | -38.1% | +331.6% | +339.2% |
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