+99.1%
STM vs TROW
+4.9%
+94.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +2.2% |
| 7D | -1.4% | -3.2% | +1.8% | +0.6% |
| 30D | -4.9% | -4.6% | -0.3% | -2.2% |
| 3M | -34.0% | -0.7% | -33.3% | -34.6% |
| 6M | +51.8% | +22.2% | +29.6% | +31.2% |
| YTD | +99.4% | +6.6% | +92.7% | +84.1% |
| 1Y | +99.1% | +5.8% | +93.2% | +84.6% |
| All | +99.1% | +4.9% | +94.2% | +84.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling