+7,234.7%
STT vs TROW
+14,398.8%
-7,164.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +2.2% | +0.4% | +1.8% | +2.0% |
| 30D | +3.9% | -4.0% | +7.9% | +6.1% |
| 3M | +19.2% | +5.0% | +14.2% | +15.5% |
| 6M | +60.4% | +24.3% | +36.1% | +42.0% |
| YTD | +51.5% | +9.8% | +41.7% | +43.0% |
| 1Y | +76.3% | +6.4% | +69.8% | +69.1% |
| 3Y | +200.7% | +15.8% | +184.9% | +172.2% |
| 5Y | +157.5% | -37.3% | +194.7% | +214.5% |
| 10Y | +262.0% | +130.6% | +131.4% | +127.2% |
| All | +7,234.7% | +14,398.8% | -7,164.1% | +1,470.3% |
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 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