+316.4%
ROST vs STT
+198.3%
+118.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | +3.2% | +1.1% | +2.0% | +2.7% |
| 30D | +7.4% | -1.9% | +9.3% | +8.3% |
| 3M | -6.1% | -7.6% | +1.5% | -2.9% |
| 6M | +6.2% | +16.0% | -9.8% | -1.2% |
| YTD | +33.4% | +36.2% | -2.7% | +14.8% |
| 1Y | +48.8% | +46.8% | +2.0% | +23.7% |
| 3Y | +99.5% | +177.8% | -78.3% | +21.0% |
| 5Y | +112.7% | +105.8% | +6.8% | +42.4% |
| 10Y | +316.4% | +197.6% | +118.9% | +130.9% |
| All | +316.4% | +198.3% | +118.1% | +130.9% |
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