-3.6%
SMR vs ROST
+166.5%
-170.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +6.2% |
| 3M | -19.2% | -0.8% | -18.3% | -19.3% |
| 6M | -22.6% | +8.5% | -31.1% | -25.2% |
| YTD | -31.5% | +28.6% | -60.1% | -37.3% |
| 1Y | -73.1% | +52.3% | -125.4% | -76.7% |
| 3Y | +55.0% | +94.8% | -39.9% | +25.2% |
| All | -3.6% | +166.5% | -170.1% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling