+21.0%
STM vs ROST
+111.8%
-90.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.1% |
| 7D | +5.8% | +0.9% | +4.9% | +5.3% |
| 30D | -1.0% | -8.9% | +7.9% | +3.5% |
| 3M | -33.3% | -0.8% | -32.4% | -33.3% |
| 6M | +57.4% | +8.5% | +48.9% | +49.4% |
| YTD | +102.2% | +28.6% | +73.6% | +75.6% |
| 1Y | +99.6% | +52.3% | +47.3% | +58.5% |
| 3Y | +14.5% | +94.8% | -80.3% | -20.7% |
| All | +21.0% | +111.8% | -90.8% | -26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling