+97.4%
STM vs ROST
+53.6%
+43.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.9% |
| 3M | -30.6% | +1.2% | -31.9% | -31.2% |
| 6M | +66.4% | +8.9% | +57.4% | +55.7% |
| YTD | +101.1% | +28.1% | +73.1% | +69.3% |
| 1Y | +97.4% | +53.0% | +44.4% | +44.6% |
| All | +97.4% | +53.6% | +43.8% | +44.6% |
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