+548.6%
STRL vs TROW
+14.6%
+534.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.4% |
| 7D | +10.1% | +0.4% | +9.7% | +9.7% |
| 30D | -8.2% | -4.0% | -4.2% | -5.8% |
| 3M | -43.7% | +5.0% | -48.7% | -47.1% |
| 6M | +27.1% | +24.3% | +2.8% | +6.6% |
| YTD | +64.0% | +9.8% | +54.2% | +48.5% |
| 1Y | +75.2% | +6.4% | +68.7% | +62.2% |
| All | +548.6% | +14.6% | +534.0% | +470.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling