+5.8%
TROW vs STLA
-40.1%
+46.0%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.4% | -1.4% |
| 7D | -3.2% | -2.9% | -0.3% | -2.9% |
| 30D | -4.6% | +0.9% | -5.5% | -4.8% |
| 3M | -0.7% | -21.6% | +21.0% | +2.0% |
| 6M | +22.2% | -21.6% | +43.8% | +25.0% |
| YTD | +6.6% | -50.4% | +57.0% | +15.4% |
| 1Y | +5.8% | -43.6% | +49.4% | +11.4% |
| All | +5.8% | -40.1% | +46.0% | +11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling