-73.1%
SMR vs ROST
+54.0%
-127.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +4.4% | +0.9% | +3.5% | +4.1% |
| 30D | +3.4% | -8.9% | +12.3% | +6.3% |
| 3M | -19.2% | -0.8% | -18.3% | -19.3% |
| 6M | -22.6% | +8.5% | -31.1% | -27.1% |
| YTD | -31.5% | +28.6% | -60.1% | -42.6% |
| 1Y | -73.1% | +52.3% | -125.4% | -81.2% |
| All | -73.1% | +54.0% | -127.1% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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