+465.1%
STM vs TROW
+122.3%
+342.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.1% |
| 7D | +12.0% | +0.5% | +11.5% | +11.6% |
| 30D | -0.4% | +9.3% | -9.7% | -6.9% |
| 3M | -13.2% | -0.9% | -12.3% | -12.9% |
| 6M | -26.1% | +8.3% | -34.4% | -31.1% |
| YTD | +81.2% | +10.6% | +70.5% | +65.5% |
| 1Y | +98.3% | +10.5% | +87.8% | +81.2% |
| 3Y | +16.7% | +36.5% | -19.8% | -9.7% |
| 5Y | -4.8% | -37.1% | +32.2% | +26.1% |
| All | +465.1% | +122.3% | +342.8% | +279.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling