+308.5%
ROST vs SM
+16.0%
+292.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -11.4% | +20.3% | -31.7% | -13.2% |
| 3M | -1.6% | +22.9% | -24.6% | -4.2% |
| 6M | +6.8% | +47.8% | -41.0% | +1.3% |
| YTD | +25.8% | +107.5% | -81.7% | +14.7% |
| 1Y | +52.4% | +51.7% | +0.7% | +43.3% |
| 3Y | +94.4% | -0.9% | +95.2% | +87.2% |
| 5Y | +108.2% | +112.2% | -4.0% | +79.1% |
| 10Y | +308.5% | +20.3% | +288.2% | +158.4% |
| All | +308.5% | +16.0% | +292.5% | +158.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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