-85.6%
SMR vs ROST
+54.7%
-140.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.1% | -10.6% | -5.1% |
| 7D | -9.5% | +7.8% | -17.3% | -10.3% |
| 30D | -33.2% | +8.6% | -41.8% | -34.0% |
| 3M | -45.9% | -1.9% | -44.0% | -45.5% |
| 6M | -57.9% | +9.1% | -67.0% | -59.0% |
| YTD | -63.8% | +37.2% | -101.0% | -68.5% |
| 1Y | -85.6% | +52.7% | -138.3% | -87.9% |
| All | -85.6% | +54.7% | -140.3% | -87.9% |
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