+123.8%
STX vs ROST
+54.7%
+69.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +6.1% | -14.2% | -8.2% |
| 7D | -20.2% | +7.8% | -28.0% | -20.3% |
| 30D | -37.2% | +8.6% | -45.8% | -37.4% |
| 3M | -34.1% | -1.9% | -32.1% | -33.5% |
| 6M | -24.5% | +9.1% | -33.6% | -26.0% |
| YTD | +102.9% | +37.2% | +65.7% | +77.8% |
| 1Y | +123.8% | +52.7% | +71.1% | +97.1% |
| All | +123.8% | +54.7% | +69.1% | +97.1% |
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