+308.5%
ROST vs SAN
+329.5%
-21.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.2% | -0.6% | -1.3% |
| 7D | -2.2% | -0.5% | -1.8% | -2.1% |
| 30D | -11.4% | -0.1% | -11.4% | -11.4% |
| 3M | -1.6% | +19.6% | -21.3% | -8.5% |
| 6M | +6.8% | +32.7% | -25.9% | -5.0% |
| YTD | +25.8% | +26.7% | -0.9% | +13.1% |
| 1Y | +52.4% | +51.6% | +0.8% | +27.4% |
| 3Y | +94.4% | +348.7% | -254.4% | +0.8% |
| 5Y | +108.2% | +378.7% | -270.5% | +0.3% |
| 10Y | +308.5% | +336.9% | -28.4% | +95.6% |
| All | +308.5% | +329.5% | -21.1% | +95.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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