+305.2%
ROST vs SIMO
+407.5%
-102.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -2.3% |
| 7D | +1.2% | -21.7% | +23.0% | +4.2% |
| 30D | +2.5% | -42.9% | +45.3% | +9.7% |
| 3M | -9.0% | -38.9% | +30.0% | -4.4% |
| 6M | +1.3% | -33.1% | +34.4% | +2.5% |
| YTD | +29.1% | +77.5% | -48.5% | +5.5% |
| 1Y | +45.4% | +73.6% | -28.1% | +19.2% |
| 3Y | +94.9% | +216.7% | -121.9% | +36.3% |
| 5Y | +104.0% | +156.4% | -52.5% | +43.0% |
| All | +305.2% | +407.5% | -102.3% | +123.7% |
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