+3,858.3%
ROST vs SIMO
+2,080.4%
+1,777.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -5.9% | -2.2% |
| 7D | +1.2% | -22.0% | +23.2% | +3.7% |
| 30D | +2.5% | -43.0% | +45.5% | +8.2% |
| 3M | -9.0% | -39.1% | +30.2% | -5.3% |
| 6M | +1.3% | -33.3% | +34.6% | +2.7% |
| YTD | +29.1% | +77.0% | -47.9% | +14.0% |
| 1Y | +45.4% | +73.0% | -27.6% | +28.7% |
| 3Y | +94.9% | +215.7% | -120.9% | +57.3% |
| 5Y | +104.0% | +155.6% | -51.6% | +65.5% |
| 10Y | +314.8% | +388.4% | -73.5% | +203.9% |
| All | +3,858.3% | +2,080.4% | +1,777.9% | +1,885.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling