+10,972.7%
STZ vs TROW
+10,407.0%
+565.7%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +4.9% | +4.3% | +0.6% | +3.9% |
| 30D | +20.9% | +4.2% | +16.7% | +19.6% |
| 3M | +8.0% | -3.4% | +11.4% | +8.8% |
| 6M | -5.3% | +4.7% | -10.0% | -6.7% |
| YTD | +5.9% | +10.1% | -4.2% | +2.7% |
| 1Y | +14.2% | +11.7% | +2.5% | +10.3% |
| 3Y | -37.0% | +32.5% | -69.5% | -42.2% |
| 5Y | -29.7% | -38.5% | +8.8% | -24.3% |
| 10Y | +5.2% | +148.0% | -142.9% | -19.7% |
| All | +10,972.7% | +10,407.0% | +565.7% | +3,640.8% |
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 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