-53.7%
SMR vs ROST
+168.2%
-221.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.6% |
| 7D | -8.3% | +0.3% | -8.5% | -8.3% |
| 30D | -20.1% | +0.5% | -20.6% | -20.1% |
| 3M | -52.7% | -5.2% | -47.5% | -52.0% |
| 6M | -61.0% | +9.8% | -70.9% | -62.6% |
| YTD | -67.1% | +29.4% | -96.5% | -70.0% |
| 1Y | -79.9% | +44.4% | -124.2% | -82.3% |
| 3Y | +101.7% | +95.0% | +6.7% | +62.8% |
| All | -53.7% | +168.2% | -221.9% | -65.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling