-4.5%
STM vs TROW
-35.4%
+30.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | +1.4% | -1.7% | +3.1% | +3.1% |
| 30D | -8.4% | +6.4% | -14.8% | -12.6% |
| 3M | -15.8% | -1.5% | -14.3% | -15.1% |
| 6M | -22.8% | +8.3% | -31.1% | -28.0% |
| YTD | +79.4% | +12.4% | +66.9% | +61.6% |
| 1Y | +97.0% | +12.4% | +84.6% | +77.4% |
| 3Y | +14.2% | +38.3% | -24.1% | -13.4% |
| 5Y | -4.5% | -35.2% | +30.7% | +12.5% |
| All | -4.5% | -35.4% | +30.9% | +12.5% |
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