+61.6%
STRL vs TROW
+4.9%
+56.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.2% | +6.6% | +6.0% |
| 7D | +5.0% | -3.2% | +8.2% | +6.7% |
| 30D | -6.9% | -4.6% | -2.3% | -4.8% |
| 3M | -39.1% | -0.7% | -38.4% | -41.7% |
| 6M | +21.5% | +22.2% | -0.7% | +1.0% |
| YTD | +66.9% | +6.6% | +60.3% | +44.5% |
| 1Y | +61.6% | +5.8% | +55.8% | +42.1% |
| All | +61.6% | +4.9% | +56.8% | +42.1% |
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