+97.9%
ROST vs SM
-2.8%
+100.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -10.0% | +31.5% | -41.5% | -11.5% |
| 3M | +1.2% | +17.3% | -16.1% | 0.0% |
| 6M | +8.9% | +48.5% | -39.6% | +5.1% |
| YTD | +28.1% | +106.3% | -78.2% | +19.2% |
| 1Y | +53.0% | +47.3% | +5.7% | +47.2% |
| 3Y | +97.9% | -1.4% | +99.3% | +87.5% |
| All | +97.9% | -2.8% | +100.6% | +87.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling