+389.4%
STM vs ROST
+313.9%
+75.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.3% |
| 7D | -10.7% | +1.2% | -12.0% | -11.4% |
| 30D | -25.7% | +2.5% | -28.2% | -26.9% |
| 3M | -21.6% | -9.0% | -12.6% | -18.4% |
| 6M | -27.8% | +1.3% | -29.1% | -29.5% |
| YTD | +61.8% | +29.1% | +32.7% | +39.9% |
| 1Y | +78.1% | +45.4% | +32.7% | +44.8% |
| 3Y | +4.9% | +94.9% | -90.0% | -27.2% |
| 5Y | -14.3% | +104.0% | -118.2% | -43.9% |
| All | +389.4% | +313.9% | +75.5% | +165.5% |
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