+1,967.8%
STX vs ROST
+317.2%
+1,650.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.7% | -1.2% |
| 7D | -17.3% | +3.2% | -20.4% | -18.1% |
| 30D | -35.9% | +7.4% | -43.4% | -37.6% |
| 3M | -37.3% | -6.1% | -31.3% | -36.2% |
| 6M | -35.8% | +6.2% | -42.0% | -38.2% |
| YTD | +82.7% | +33.4% | +49.3% | +62.2% |
| 1Y | +71.6% | +48.8% | +22.8% | +46.2% |
| 3Y | +635.3% | +99.5% | +535.7% | +454.1% |
| 5Y | +483.8% | +112.7% | +371.1% | +315.2% |
| 10Y | +1,967.8% | +316.4% | +1,651.3% | +1,124.6% |
| All | +1,967.8% | +317.2% | +1,650.6% | +1,124.6% |
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