+16,011.1%
STX vs ROST
+5,210.5%
+10,800.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.8% | +6.5% |
| 7D | +2.4% | +0.9% | +1.4% | +2.0% |
| 30D | +1.4% | -8.9% | +10.3% | +4.9% |
| 3M | -8.2% | -0.8% | -7.4% | -9.0% |
| 6M | +127.0% | +8.5% | +118.5% | +116.4% |
| YTD | +209.1% | +28.6% | +180.6% | +175.1% |
| 1Y | +365.4% | +52.3% | +313.1% | +284.8% |
| 3Y | +1,135.4% | +94.8% | +1,040.5% | +809.8% |
| 5Y | +991.5% | +110.8% | +880.7% | +651.6% |
| 10Y | +3,695.8% | +304.5% | +3,391.3% | +1,724.9% |
| All | +16,011.1% | +5,210.5% | +10,800.6% | +2,105.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling