-25.9%
STRL vs TROW
+17.3%
-43.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +6.0% | -27.4% | -22.3% |
| 7D | -27.1% | +8.2% | -35.3% | -28.3% |
| 30D | -45.8% | +8.3% | -54.1% | -46.8% |
| 3M | -47.6% | -1.6% | -46.1% | -46.6% |
| 6M | -46.4% | +11.9% | -58.3% | -51.2% |
| YTD | -7.4% | +14.3% | -21.7% | -21.9% |
| 1Y | -25.9% | +17.0% | -42.9% | -39.0% |
| All | -25.9% | +17.3% | -43.1% | -39.0% |
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 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