+262.1%
STT vs TROW
+130.0%
+132.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.2% | +2.3% | +1.9% |
| 7D | -0.4% | -3.2% | +2.7% | +1.7% |
| 30D | +1.7% | -4.6% | +6.3% | +4.9% |
| 3M | +17.9% | -0.7% | +18.6% | +17.5% |
| 6M | +55.3% | +22.2% | +33.1% | +34.1% |
| YTD | +52.7% | +6.6% | +46.0% | +44.1% |
| 1Y | +75.7% | +5.8% | +69.8% | +66.6% |
| 3Y | +197.9% | +11.6% | +186.3% | +165.1% |
| 5Y | +157.2% | -38.9% | +196.1% | +242.8% |
| All | +262.1% | +130.0% | +132.0% | +98.3% |
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