+70,808.4%
ROST vs STT
+7,372.9%
+63,435.4%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.9% | +0.5% | +0.5% | +0.8% |
| 30D | -8.9% | +3.9% | -12.8% | -10.0% |
| 3M | -0.8% | +20.0% | -20.8% | -6.2% |
| 6M | +8.5% | +55.3% | -46.8% | -5.2% |
| YTD | +28.6% | +53.3% | -24.8% | +12.5% |
| 1Y | +52.3% | +74.7% | -22.4% | +28.0% |
| 3Y | +94.8% | +205.8% | -111.0% | +37.0% |
| 5Y | +110.8% | +145.0% | -34.2% | +54.9% |
| 10Y | +304.5% | +266.0% | +38.5% | +158.2% |
| All | +70,808.4% | +7,372.9% | +63,435.4% | +10,174.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling