+315.5%
ROST vs SIMO
+436.4%
-120.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.8% |
| 7D | +2.8% | -8.2% | +10.9% | +3.6% |
| 30D | +6.6% | -34.6% | +41.2% | +12.0% |
| 3M | -7.0% | -32.6% | +25.7% | -3.7% |
| 6M | +5.4% | -31.8% | +37.2% | +6.4% |
| YTD | +32.4% | +87.6% | -55.3% | +7.4% |
| 1Y | +48.4% | +86.7% | -38.3% | +20.2% |
| 3Y | +99.5% | +227.4% | -128.0% | +39.2% |
| 5Y | +109.9% | +173.0% | -63.1% | +45.7% |
| 10Y | +315.5% | +409.6% | -94.1% | +127.6% |
| All | +315.5% | +436.4% | -120.8% | +127.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling