-14.4%
SMR vs ROST
+167.1%
-181.5%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.3% | -18.0% | -16.3% |
| 7D | -11.2% | +0.2% | -11.5% | -11.4% |
| 30D | -10.2% | -6.9% | -3.3% | -8.5% |
| 3M | -10.0% | -3.3% | -6.7% | -9.6% |
| 6M | -30.5% | +9.0% | -39.5% | -32.9% |
| YTD | -39.2% | +28.9% | -68.1% | -44.5% |
| 1Y | -75.5% | +54.0% | -129.5% | -78.9% |
| 3Y | +45.4% | +100.7% | -55.3% | +16.9% |
| All | -14.4% | +167.1% | -181.5% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling