+95.0%
ROST vs SMTC
+698.5%
-603.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | -2.2% |
| 7D | +0.3% | +11.0% | -10.8% | -0.3% |
| 30D | +0.5% | -28.5% | +29.0% | +1.7% |
| 3M | -5.2% | -14.2% | +9.0% | -5.6% |
| 6M | +9.8% | -18.0% | +27.8% | +8.9% |
| YTD | +29.4% | +55.5% | -26.1% | +20.8% |
| 1Y | +44.4% | +69.5% | -25.2% | +33.5% |
| 3Y | +95.0% | +699.7% | -604.7% | +65.1% |
| All | +95.0% | +698.5% | -603.5% | +65.1% |
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