+308.5%
ROST vs SIMO
+548.4%
-239.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.8% | -2.1% |
| 7D | -2.2% | +14.5% | -16.7% | -4.2% |
| 30D | -11.4% | +20.4% | -31.8% | -14.2% |
| 3M | -1.6% | +7.1% | -8.8% | -4.8% |
| 6M | +6.8% | +129.2% | -122.4% | -11.9% |
| YTD | +25.8% | +201.9% | -176.1% | -2.6% |
| 1Y | +52.4% | +235.5% | -183.1% | +14.8% |
| 3Y | +94.4% | +463.8% | -369.5% | +28.0% |
| 5Y | +108.2% | +306.7% | -198.5% | +41.1% |
| 10Y | +308.5% | +579.5% | -271.0% | +116.5% |
| All | +308.5% | +548.4% | -239.9% | +116.5% |
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