+6,906.6%
STRL vs TROW
+132.8%
+6,773.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +5.4% | -3.0% | +8.4% | +7.3% |
| 30D | -9.0% | -5.5% | -3.5% | -6.0% |
| 3M | -37.1% | +2.3% | -39.3% | -39.0% |
| 6M | +17.8% | +23.9% | -6.1% | +2.5% |
| YTD | +58.3% | +7.9% | +50.4% | +48.6% |
| 1Y | +61.0% | +6.1% | +54.9% | +52.8% |
| 3Y | +517.8% | +13.8% | +504.0% | +457.6% |
| 5Y | +2,119.0% | -38.2% | +2,157.2% | +2,707.0% |
| All | +6,906.6% | +132.8% | +6,773.9% | +3,676.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling