+96.5%
STM vs ROST
+54.7%
+41.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +6.1% | -12.2% | -7.6% |
| 7D | -6.0% | +7.8% | -13.8% | -7.9% |
| 30D | -20.9% | +8.6% | -29.5% | -23.0% |
| 3M | -15.8% | -1.9% | -13.8% | -14.8% |
| 6M | -17.0% | +9.1% | -26.2% | -19.7% |
| YTD | +76.8% | +37.2% | +39.6% | +48.9% |
| 1Y | +96.5% | +52.7% | +43.8% | +57.3% |
| All | +96.5% | +54.7% | +41.8% | +57.3% |
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 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