+366.2%
STX vs ROST
+51.1%
+315.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.3% | -2.0% |
| 7D | +9.6% | -2.2% | +11.8% | +9.7% |
| 30D | +10.6% | -11.4% | +22.0% | +11.4% |
| 3M | +4.8% | -1.6% | +6.4% | +4.0% |
| 6M | +137.3% | +6.8% | +130.4% | +125.0% |
| YTD | +222.5% | +25.8% | +196.7% | +198.6% |
| 1Y | +366.2% | +52.4% | +313.8% | +332.1% |
| All | +366.2% | +51.1% | +315.1% | +332.1% |
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