+1,808.6%
STM vs ROST
+76,914.1%
-75,105.5%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.8% | +6.2% | +5.1% |
| 7D | -10.7% | +1.2% | -12.0% | -11.2% |
| 30D | -25.7% | +2.5% | -28.2% | -26.6% |
| 3M | -21.6% | -9.0% | -12.6% | -19.2% |
| 6M | -27.8% | +1.3% | -29.1% | -29.0% |
| YTD | +61.8% | +29.1% | +32.7% | +45.6% |
| 1Y | +78.1% | +45.4% | +32.7% | +53.3% |
| 3Y | +4.9% | +94.9% | -90.0% | -19.4% |
| 5Y | -14.3% | +104.0% | -118.2% | -36.6% |
| 10Y | +414.1% | +314.8% | +99.2% | +189.3% |
| All | +1,808.6% | +76,914.1% | -75,105.5% | +222.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling