-32.8%
STZ vs TROW
-37.5%
+4.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -1.9% | -1.3% | -0.6% | -1.6% |
| 30D | -1.9% | -4.5% | +2.6% | -0.8% |
| 3M | -6.2% | +3.9% | -10.1% | -7.4% |
| 6M | -14.0% | +22.6% | -36.6% | -18.6% |
| YTD | -5.1% | +10.1% | -15.2% | -8.0% |
| 1Y | -9.6% | +3.6% | -13.2% | -11.0% |
| 3Y | -47.2% | +12.4% | -59.7% | -49.9% |
| All | -32.8% | -37.5% | +4.7% | -28.1% |
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