+97.9%
ROST vs SIMO
+462.5%
-364.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.2% | -6.6% | -0.8% |
| 7D | +0.2% | +14.6% | -14.4% | -0.7% |
| 30D | -10.0% | +6.2% | -16.2% | -10.5% |
| 3M | +1.2% | +3.6% | -2.3% | -0.1% |
| 6M | +8.9% | +130.8% | -121.8% | -3.0% |
| YTD | +28.1% | +195.8% | -167.7% | +9.2% |
| 1Y | +53.0% | +225.0% | -172.0% | +27.8% |
| 3Y | +97.9% | +452.3% | -354.4% | +46.8% |
| All | +97.9% | +462.5% | -364.7% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling