+3,843.8%
ROST vs SIMO
+3,332.4%
+511.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.7% | -9.1% | -1.4% |
| 7D | +0.9% | +4.2% | -3.3% | +0.4% |
| 30D | -8.9% | +4.1% | -13.0% | -9.7% |
| 3M | -0.8% | -12.9% | +12.1% | -0.9% |
| 6M | +8.5% | +110.3% | -101.9% | -4.0% |
| YTD | +28.6% | +178.6% | -150.0% | +9.3% |
| 1Y | +52.3% | +220.0% | -167.7% | +26.8% |
| 3Y | +94.8% | +409.0% | -314.2% | +50.9% |
| 5Y | +110.8% | +277.3% | -166.6% | +65.7% |
| 10Y | +304.5% | +506.6% | -202.1% | +191.0% |
| All | +3,843.8% | +3,332.4% | +511.5% | +1,803.5% |
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 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