+53.0%
ROST vs STT
+74.0%
-21.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | +0.2% | +2.2% | -2.0% | -0.3% |
| 30D | -10.0% | +3.9% | -13.9% | -10.8% |
| 3M | +1.2% | +19.2% | -17.9% | -3.2% |
| 6M | +8.9% | +60.4% | -51.4% | -4.8% |
| YTD | +28.1% | +51.5% | -23.4% | +12.8% |
| 1Y | +53.0% | +76.3% | -23.3% | +27.0% |
| All | +53.0% | +74.0% | -21.0% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling