+657.6%
STM vs ROST
+303.5%
+354.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +5.2% | +0.2% | +5.0% | +5.1% |
| 30D | -7.4% | -10.0% | +2.6% | -2.6% |
| 3M | -30.6% | +1.2% | -31.9% | -31.5% |
| 6M | +66.4% | +8.9% | +57.4% | +57.8% |
| YTD | +101.1% | +28.1% | +73.1% | +75.7% |
| 1Y | +97.4% | +53.0% | +44.4% | +57.4% |
| 3Y | +21.1% | +97.9% | -76.7% | -16.2% |
| 5Y | +22.5% | +112.0% | -89.5% | -21.0% |
| 10Y | +657.6% | +303.0% | +354.6% | +304.3% |
| All | +657.6% | +303.5% | +354.1% | +304.3% |
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 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