+123.4%
ROST vs SITM
+4,789.7%
-4,666.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.5% | -3.2% | +1.7% |
| 7D | +0.2% | +3.9% | -3.6% | -0.3% |
| 30D | -6.9% | -6.6% | -0.3% | -6.4% |
| 3M | -3.3% | -11.9% | +8.6% | -3.2% |
| 6M | +9.0% | +81.1% | -72.1% | -2.3% |
| YTD | +28.9% | +80.0% | -51.1% | +14.5% |
| 1Y | +54.0% | +145.8% | -91.9% | +29.3% |
| 3Y | +100.7% | +475.9% | -375.2% | +38.1% |
| 5Y | +116.0% | +189.2% | -73.2% | +51.4% |
| All | +123.4% | +4,789.7% | -4,666.3% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 10y: compounded portfolio wealth divided by compounded SITM 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…
10y analysis · Full analysis span regression · 6 months rolling