+2,285.7%
STM vs TROW
+6,793.7%
-4,507.9%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.4% |
| 7D | +5.8% | -1.3% | +7.1% | +6.5% |
| 30D | -1.0% | -4.5% | +3.5% | +1.5% |
| 3M | -33.3% | +3.9% | -37.1% | -34.8% |
| 6M | +57.4% | +22.6% | +34.8% | +40.7% |
| YTD | +102.2% | +10.1% | +92.1% | +90.7% |
| 1Y | +99.6% | +3.6% | +96.0% | +94.7% |
| 3Y | +14.5% | +12.4% | +2.1% | +7.2% |
| 5Y | +21.4% | -37.5% | +58.9% | +53.4% |
| 10Y | +695.0% | +130.0% | +565.0% | +417.1% |
| All | +2,285.7% | +6,793.7% | -4,507.9% | +343.7% |
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 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