+461.8%
STM vs TROW
+120.8%
+341.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.7% | +2.1% |
| 7D | +16.3% | -0.5% | +16.7% | +16.7% |
| 30D | -6.3% | +6.7% | -13.0% | -10.8% |
| 3M | -14.1% | -1.7% | -12.4% | -13.3% |
| 6M | -19.6% | +7.8% | -27.4% | -24.7% |
| YTD | +80.1% | +9.9% | +70.2% | +65.3% |
| 1Y | +95.4% | +8.7% | +86.6% | +80.7% |
| 3Y | +14.7% | +35.2% | -20.5% | -10.6% |
| 5Y | -5.4% | -37.5% | +32.1% | +26.0% |
| All | +461.8% | +120.8% | +341.0% | +278.7% |
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