+1,144.9%
STX vs ROST
+111.1%
+1,033.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +6.9% | +6.6% |
| 7D | +10.7% | +0.2% | +10.5% | +10.6% |
| 30D | +11.3% | -10.0% | +21.3% | +15.1% |
| 3M | +3.2% | +1.2% | +2.0% | +1.6% |
| 6M | +157.0% | +8.9% | +148.0% | +144.6% |
| YTD | +229.2% | +28.1% | +201.1% | +194.6% |
| 1Y | +381.8% | +53.0% | +328.9% | +301.2% |
| 3Y | +1,383.2% | +97.9% | +1,285.3% | +996.1% |
| 5Y | +1,144.9% | +112.0% | +1,032.9% | +741.0% |
| All | +1,144.9% | +111.1% | +1,033.8% | +741.0% |
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