+101.7%
SMR vs ROST
+94.3%
+7.4%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.3% |
| 7D | -8.3% | +0.3% | -8.5% | -8.2% |
| 30D | -20.1% | +0.5% | -20.6% | -20.2% |
| 3M | -52.7% | -5.2% | -47.5% | -51.6% |
| 6M | -61.0% | +9.8% | -70.9% | -63.7% |
| YTD | -67.1% | +29.4% | -96.5% | -72.1% |
| 1Y | -79.9% | +44.4% | -124.2% | -84.1% |
| 3Y | +101.7% | +95.0% | +6.7% | +12.9% |
| All | +101.7% | +94.3% | +7.4% | +12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling