+96.0%
ROST vs SMTC
+565.9%
-469.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | -2.2% | +22.5% | -24.7% | -3.4% |
| 30D | -11.4% | +24.9% | -36.3% | -12.9% |
| 3M | -1.6% | +4.1% | -5.7% | -2.5% |
| 6M | +6.8% | +92.6% | -85.7% | 0.0% |
| YTD | +25.8% | +122.5% | -96.7% | +16.2% |
| 1Y | +52.4% | +166.2% | -113.8% | +38.2% |
| All | +96.0% | +565.9% | -469.9% | +59.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling