+54,407.8%
ROST vs SM
+1,608.3%
+52,799.5%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -0.2% |
| 7D | +0.9% | +0.1% | +0.8% | +0.9% |
| 30D | -8.9% | +26.3% | -35.2% | -11.0% |
| 3M | -0.8% | +8.7% | -9.5% | -2.0% |
| 6M | +8.5% | +51.7% | -43.2% | +3.3% |
| YTD | +28.6% | +99.0% | -70.5% | +19.0% |
| 1Y | +52.3% | +34.6% | +17.7% | +45.9% |
| 3Y | +94.8% | -7.8% | +102.6% | +89.9% |
| 5Y | +110.8% | +104.8% | +6.0% | +85.6% |
| 10Y | +304.5% | +7.2% | +297.3% | +200.1% |
| All | +54,407.8% | +1,608.3% | +52,799.5% | +33,634.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling