+6,565.3%
STT vs TROW
+14,513.4%
-7,948.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 3M | -8.2% | -0.9% | -7.2% | -7.9% |
| 6M | +15.6% | +8.3% | +7.3% | +10.0% |
| YTD | +37.6% | +10.6% | +27.0% | +29.2% |
| 1Y | +50.1% | +10.5% | +39.6% | +40.9% |
| 3Y | +183.1% | +36.5% | +146.5% | +134.8% |
| 5Y | +104.8% | -37.1% | +141.9% | +149.8% |
| 10Y | +201.9% | +125.2% | +76.7% | +91.5% |
| All | +6,565.3% | +14,513.4% | -7,948.1% | +1,319.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling