+54.0%
ROST vs SITM
+155.7%
-101.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.5% | -3.2% | +2.2% |
| 7D | +0.2% | +3.9% | -3.6% | +0.1% |
| 30D | -6.9% | -6.6% | -0.3% | -6.9% |
| 3M | -3.3% | -11.9% | +8.6% | -3.0% |
| 6M | +9.0% | +81.1% | -72.1% | +6.4% |
| YTD | +28.9% | +80.0% | -51.1% | +25.3% |
| 1Y | +54.0% | +145.8% | -91.9% | +49.3% |
| All | +54.0% | +155.7% | -101.7% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling