+36.5%
TROW vs STLA
-77.1%
+113.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.9% |
| 7D | +0.5% | -13.8% | +14.2% | +3.8% |
| 30D | +9.3% | -10.5% | +19.9% | +11.8% |
| 3M | -0.9% | -28.9% | +28.0% | +6.3% |
| 6M | +8.3% | -49.7% | +58.1% | +25.7% |
| YTD | +10.6% | -64.9% | +75.6% | +38.8% |
| 1Y | +10.5% | -64.0% | +74.6% | +37.2% |
| 3Y | +36.5% | -77.4% | +114.0% | +76.2% |
| All | +36.5% | -77.1% | +113.7% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling