+1,972.8%
STX vs ROST
+300.7%
+1,672.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.7% | -2.3% |
| 7D | +14.6% | +0.3% | +14.3% | +14.6% |
| 30D | -26.0% | +0.5% | -26.4% | -26.1% |
| 3M | -42.6% | -5.2% | -37.4% | -41.7% |
| 6M | -35.3% | +9.8% | -45.1% | -38.3% |
| YTD | +92.5% | +29.4% | +63.1% | +72.8% |
| 1Y | +102.4% | +44.4% | +58.0% | +74.4% |
| 3Y | +673.8% | +95.0% | +578.8% | +488.1% |
| 5Y | +463.1% | +111.9% | +351.2% | +301.5% |
| All | +1,972.8% | +300.7% | +1,672.2% | +1,130.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling