+96.1%
ROST vs SITM
+423.6%
-327.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.1% |
| 7D | -2.5% | +4.8% | -7.3% | -2.8% |
| 30D | -10.3% | -9.7% | -0.6% | -9.8% |
| 3M | -2.6% | -9.3% | +6.7% | -2.6% |
| 6M | +6.5% | +69.5% | -63.0% | -0.4% |
| YTD | +25.9% | +70.5% | -44.6% | +16.9% |
| 1Y | +52.3% | +145.3% | -92.9% | +34.9% |
| All | +96.1% | +423.6% | -327.5% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling