+122.0%
ROST vs SITM
+4,507.3%
-4,385.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.1% |
| 7D | +0.2% | +8.4% | -8.1% | -0.8% |
| 30D | -10.0% | -17.4% | +7.4% | -8.1% |
| 3M | +1.2% | -9.8% | +11.1% | +1.0% |
| 6M | +8.9% | +83.0% | -74.0% | -2.6% |
| YTD | +28.1% | +69.6% | -41.5% | +14.6% |
| 1Y | +53.0% | +144.9% | -91.9% | +28.3% |
| 3Y | +97.9% | +429.9% | -332.0% | +37.7% |
| 5Y | +112.0% | +169.2% | -57.2% | +49.9% |
| All | +122.0% | +4,507.3% | -4,385.3% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling