+112.0%
ROST vs SM
+111.2%
+0.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -0.8% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | -10.0% | +31.5% | -41.5% | -12.6% |
| 3M | +1.2% | +17.3% | -16.1% | -0.9% |
| 6M | +8.9% | +48.5% | -39.6% | +3.2% |
| YTD | +28.1% | +106.3% | -78.2% | +16.1% |
| 1Y | +53.0% | +47.3% | +5.7% | +44.2% |
| 3Y | +97.9% | -1.4% | +99.3% | +90.4% |
| 5Y | +112.0% | +114.0% | -2.1% | +70.6% |
| All | +112.0% | +111.2% | +0.8% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling