+2,037.8%
STM vs TROW
+6,825.4%
-4,787.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.2% |
| 7D | +12.0% | +0.5% | +11.5% | +11.7% |
| 30D | -0.4% | +9.3% | -9.7% | -5.2% |
| 3M | -13.2% | -0.9% | -12.3% | -12.9% |
| 6M | -26.1% | +8.3% | -34.4% | -29.6% |
| YTD | +81.2% | +10.6% | +70.5% | +70.2% |
| 1Y | +98.3% | +10.5% | +87.8% | +86.4% |
| 3Y | +16.7% | +36.5% | -19.8% | -1.5% |
| 5Y | -4.8% | -37.1% | +32.2% | +19.6% |
| 10Y | +468.8% | +125.2% | +343.6% | +274.7% |
| All | +2,037.8% | +6,825.4% | -4,787.6% | +296.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling