+2,157.1%
STRL vs TROW
-37.1%
+2,194.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.6% | +3.4% |
| 7D | +10.1% | +0.4% | +9.7% | +9.8% |
| 30D | -8.2% | -4.0% | -4.2% | -6.3% |
| 3M | -43.7% | +5.0% | -48.7% | -46.1% |
| 6M | +27.1% | +24.3% | +2.8% | +11.9% |
| YTD | +64.0% | +9.8% | +54.2% | +53.2% |
| 1Y | +75.2% | +6.4% | +68.7% | +66.5% |
| 3Y | +539.9% | +15.8% | +524.1% | +478.1% |
| All | +2,157.1% | -37.1% | +2,194.2% | +2,666.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling