+103.1%
STT vs TROW
-37.1%
+140.2%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.5% |
| 7D | +4.8% | +0.5% | +4.3% | +4.5% |
| 30D | +3.9% | +9.3% | -5.4% | -1.4% |
| 3M | -8.2% | -0.9% | -7.2% | -7.9% |
| 6M | +15.6% | +8.3% | +7.3% | +9.3% |
| YTD | +37.6% | +10.6% | +27.0% | +28.0% |
| 1Y | +50.1% | +10.5% | +39.6% | +39.6% |
| 3Y | +183.1% | +36.5% | +146.5% | +128.1% |
| All | +103.1% | -37.1% | +140.2% | +145.4% |
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