+8,153.7%
STLD vs TROW
+2,442.8%
+5,710.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.1% |
| 7D | +3.1% | -1.3% | +4.5% | +3.8% |
| 30D | -9.0% | -4.5% | -4.5% | -6.9% |
| 3M | -12.4% | +3.9% | -16.2% | -14.6% |
| 6M | +25.5% | +22.6% | +2.9% | +12.5% |
| YTD | +43.6% | +10.1% | +33.5% | +35.3% |
| 1Y | +87.2% | +3.6% | +83.6% | +81.6% |
| 3Y | +135.2% | +12.4% | +122.8% | +116.2% |
| 5Y | +290.9% | -37.5% | +328.4% | +366.4% |
| 10Y | +1,113.5% | +130.0% | +983.5% | +636.2% |
| All | +8,153.7% | +2,442.8% | +5,710.9% | +2,446.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling