+2,108.4%
STX vs ROST
+321.2%
+1,787.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.0% | +9.0% | +9.6% |
| 7D | -1.0% | -1.8% | +0.9% | 0.0% |
| 30D | -26.8% | +6.8% | -33.6% | -28.5% |
| 3M | -32.7% | -4.0% | -28.7% | -32.0% |
| 6M | -33.7% | +12.9% | -46.6% | -37.5% |
| YTD | +101.0% | +34.7% | +66.3% | +77.9% |
| 1Y | +92.7% | +49.5% | +43.2% | +64.0% |
| 3Y | +708.7% | +101.5% | +607.2% | +507.6% |
| 5Y | +504.0% | +120.7% | +383.3% | +324.5% |
| 10Y | +2,108.4% | +317.8% | +1,790.5% | +1,204.8% |
| All | +2,108.4% | +321.2% | +1,787.1% | +1,204.8% |
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