+16.7%
STM vs ROST
+94.3%
-77.6%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.7% |
| 7D | +12.0% | +0.3% | +11.8% | +11.9% |
| 30D | -0.4% | +0.5% | -0.8% | -0.7% |
| 3M | -13.2% | -5.2% | -7.9% | -11.3% |
| 6M | -26.1% | +9.8% | -35.9% | -31.0% |
| YTD | +81.2% | +29.4% | +51.8% | +53.4% |
| 1Y | +98.3% | +44.4% | +54.0% | +57.3% |
| 3Y | +16.7% | +95.0% | -78.3% | -19.0% |
| All | +16.7% | +94.3% | -77.6% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling