+435.0%
STX vs ROST
+105.7%
+329.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | -28.5% | +1.2% | -29.7% | -28.7% |
| 30D | -42.9% | +2.5% | -45.4% | -43.5% |
| 3M | -45.9% | -9.0% | -37.0% | -44.3% |
| 6M | -41.3% | +1.3% | -42.6% | -42.5% |
| YTD | +67.9% | +29.1% | +38.9% | +49.9% |
| 1Y | +66.5% | +45.4% | +21.1% | +42.0% |
| 3Y | +588.0% | +94.9% | +493.1% | +413.8% |
| All | +435.0% | +105.7% | +329.4% | +254.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling