+301.5%
ROST vs SMTC
+333.2%
-31.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | -1.7% |
| 7D | +0.3% | +11.0% | -10.8% | -1.4% |
| 30D | +0.5% | -28.5% | +29.0% | +4.3% |
| 3M | -5.2% | -14.2% | +9.0% | -5.9% |
| 6M | +9.8% | -18.0% | +27.8% | +7.5% |
| YTD | +29.4% | +55.5% | -26.1% | +10.7% |
| 1Y | +44.4% | +69.5% | -25.2% | +21.0% |
| 3Y | +95.0% | +699.7% | -604.7% | +0.1% |
| 5Y | +111.9% | +27.4% | +84.5% | +73.6% |
| All | +301.5% | +333.2% | -31.7% | +128.3% |
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