+302.7%
ROST vs SMTC
+516.8%
-214.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +3.0% | +0.6% |
| 7D | -2.5% | +17.5% | -20.0% | -5.1% |
| 30D | -10.3% | +21.3% | -31.6% | -13.8% |
| 3M | -2.6% | +3.1% | -5.7% | -5.2% |
| 6M | +6.5% | +81.7% | -75.2% | -8.1% |
| YTD | +25.9% | +115.9% | -90.0% | +4.6% |
| 1Y | +52.3% | +157.8% | -105.5% | +21.2% |
| 3Y | +94.6% | +557.3% | -462.7% | +9.9% |
| 5Y | +111.1% | +114.7% | -3.6% | +57.7% |
| All | +302.7% | +516.8% | -214.1% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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