+8,004.3%
STLD vs TROW
+2,437.9%
+5,566.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.4% |
| 7D | +6.9% | -0.5% | +7.3% | +7.1% |
| 30D | -1.5% | +6.7% | -8.2% | -5.0% |
| 3M | -9.7% | -1.7% | -8.0% | -9.4% |
| 6M | +2.3% | +7.8% | -5.5% | -2.6% |
| YTD | +41.0% | +9.9% | +31.1% | +32.4% |
| 1Y | +51.8% | +8.7% | +43.1% | +43.2% |
| 3Y | +126.4% | +35.2% | +91.2% | +88.9% |
| 5Y | +285.7% | -37.5% | +323.2% | +359.2% |
| 10Y | +792.7% | +123.7% | +669.0% | +446.5% |
| All | +8,004.3% | +2,437.9% | +5,566.4% | +2,393.4% |
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