+1,972.8%
STX vs TROW
+122.3%
+1,850.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.7% | -3.7% | -3.4% |
| 7D | +14.6% | +0.5% | +14.1% | +14.4% |
| 30D | -26.0% | +9.3% | -35.3% | -29.4% |
| 3M | -42.6% | -0.9% | -41.7% | -42.4% |
| 6M | -35.3% | +8.3% | -43.6% | -38.9% |
| YTD | +92.5% | +10.6% | +81.8% | +79.1% |
| 1Y | +102.4% | +10.5% | +91.8% | +87.8% |
| 3Y | +673.8% | +36.5% | +637.3% | +526.4% |
| 5Y | +463.1% | -37.1% | +500.1% | +575.1% |
| All | +1,972.8% | +122.3% | +1,850.6% | +1,393.8% |
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