+21.1%
STM vs TROW
-38.1%
+59.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.3% |
| 7D | +1.7% | -1.5% | +3.2% | +2.8% |
| 30D | -5.2% | -5.3% | +0.1% | -1.3% |
| 3M | -29.6% | +2.9% | -32.6% | -31.7% |
| 6M | +54.4% | +22.2% | +32.2% | +31.7% |
| YTD | +99.5% | +8.1% | +91.4% | +85.4% |
| 1Y | +100.8% | +5.8% | +94.9% | +89.6% |
| 3Y | +20.2% | +14.0% | +6.1% | +4.9% |
| 5Y | +21.1% | -38.3% | +59.4% | +58.9% |
| All | +21.1% | -38.1% | +59.2% | +58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling