+3,621.5%
STX vs ROST
+299.2%
+3,322.3%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -1.4% |
| 7D | +9.6% | -2.2% | +11.8% | +10.4% |
| 30D | +10.6% | -11.4% | +22.0% | +15.1% |
| 3M | +4.8% | -1.6% | +6.4% | +4.3% |
| 6M | +137.3% | +6.8% | +130.4% | +128.2% |
| YTD | +222.5% | +25.8% | +196.7% | +192.3% |
| 1Y | +366.2% | +52.4% | +313.8% | +292.4% |
| 3Y | +1,352.9% | +94.4% | +1,258.5% | +1,002.2% |
| 5Y | +1,077.4% | +108.2% | +969.2% | +741.9% |
| 10Y | +3,621.5% | +308.5% | +3,313.0% | +1,956.1% |
| All | +3,621.5% | +299.2% | +3,322.3% | +1,956.1% |
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 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