+108.2%
ROST vs SMTC
+116.8%
-8.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -1.8% |
| 7D | -2.2% | +22.5% | -24.7% | -4.2% |
| 30D | -11.4% | +24.9% | -36.3% | -13.7% |
| 3M | -1.6% | +4.1% | -5.7% | -3.1% |
| 6M | +6.8% | +92.6% | -85.7% | -3.1% |
| YTD | +25.8% | +122.5% | -96.7% | +11.8% |
| 1Y | +52.4% | +166.2% | -113.8% | +31.7% |
| 3Y | +94.4% | +577.2% | -482.8% | +35.8% |
| 5Y | +108.2% | +119.0% | -10.8% | +97.7% |
| All | +108.2% | +116.8% | -8.6% | +97.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling