+105.8%
ROST vs SIMO
+154.7%
-48.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -2.1% |
| 7D | +1.2% | -22.0% | +23.2% | +2.9% |
| 30D | +2.5% | -43.0% | +45.5% | +6.5% |
| 3M | -9.0% | -39.1% | +30.2% | -6.4% |
| 6M | +1.3% | -33.3% | +34.6% | +1.8% |
| YTD | +29.1% | +77.0% | -47.9% | +12.0% |
| 1Y | +45.4% | +73.0% | -27.6% | +26.5% |
| 3Y | +94.9% | +215.7% | -120.9% | +51.6% |
| All | +105.8% | +154.7% | -48.9% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling