-38.2%
TROW vs STLA
-63.7%
+25.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.0% | -3.8% | +0.8% | -1.8% |
| 30D | -5.5% | -3.1% | -2.3% | -4.7% |
| 3M | +2.3% | -19.6% | +21.9% | +9.2% |
| 6M | +23.9% | -23.5% | +47.4% | +33.1% |
| YTD | +7.9% | -51.5% | +59.4% | +34.0% |
| 1Y | +6.1% | -39.7% | +45.8% | +18.6% |
| 3Y | +13.8% | -66.3% | +80.1% | +52.6% |
| 5Y | -38.2% | -63.1% | +24.9% | -28.1% |
| All | -38.2% | -63.7% | +25.5% | -28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling