+301.5%
ROST vs STT
+198.3%
+103.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +0.3% | +4.8% | -4.5% | -1.8% |
| 30D | +0.5% | +3.9% | -3.4% | -1.2% |
| 3M | -5.2% | -8.2% | +2.9% | -1.8% |
| 6M | +9.8% | +15.6% | -5.8% | +2.3% |
| YTD | +29.4% | +37.6% | -8.2% | +10.8% |
| 1Y | +44.4% | +50.1% | -5.8% | +18.8% |
| 3Y | +95.0% | +183.1% | -88.1% | +17.2% |
| 5Y | +111.9% | +104.8% | +7.0% | +42.3% |
| All | +301.5% | +198.3% | +103.2% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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