+3,959.5%
ROST vs SIMO
+2,204.4%
+1,755.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.7% | -3.1% | +1.9% |
| 7D | +2.8% | -8.5% | +11.2% | +3.5% |
| 30D | +6.6% | -34.8% | +41.4% | +10.9% |
| 3M | -7.0% | -32.8% | +25.9% | -4.3% |
| 6M | +5.4% | -32.0% | +37.4% | +6.6% |
| YTD | +32.4% | +87.0% | -54.7% | +16.2% |
| 1Y | +48.4% | +86.1% | -37.7% | +30.2% |
| 3Y | +99.5% | +226.4% | -126.9% | +60.5% |
| 5Y | +109.9% | +172.1% | -62.3% | +69.1% |
| 10Y | +315.5% | +408.0% | -92.5% | +203.0% |
| All | +3,959.5% | +2,204.4% | +1,755.2% | +1,923.8% |
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 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