+305.5%
TROW vs STLA
+263.8%
+41.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | -1.3% | +2.6% | -3.9% | -1.9% |
| 30D | -4.5% | -1.2% | -3.3% | -4.4% |
| 3M | +3.9% | -24.8% | +28.6% | +10.5% |
| 6M | +22.6% | -25.6% | +48.1% | +30.1% |
| YTD | +10.1% | -48.9% | +59.1% | +26.4% |
| 1Y | +3.6% | -38.8% | +42.4% | +12.7% |
| 3Y | +12.4% | -64.5% | +77.0% | +36.1% |
| 5Y | -37.5% | -62.4% | +24.9% | -26.5% |
| 10Y | +130.0% | +55.4% | +74.6% | +110.3% |
| All | +305.5% | +263.8% | +41.7% | +253.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling