+70,808.4%
ROST vs SAN
+2,116.5%
+68,692.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +0.9% | +1.8% | -0.8% | +0.4% |
| 30D | -8.9% | +2.0% | -10.9% | -9.4% |
| 3M | -0.8% | +19.7% | -20.6% | -6.2% |
| 6M | +8.5% | +30.6% | -22.1% | -0.4% |
| YTD | +28.6% | +28.8% | -0.3% | +18.0% |
| 1Y | +52.3% | +57.8% | -5.4% | +31.4% |
| 3Y | +94.8% | +338.1% | -243.3% | +21.0% |
| 5Y | +110.8% | +384.2% | -273.5% | +23.9% |
| 10Y | +304.5% | +353.1% | -48.6% | +131.4% |
| All | +70,808.4% | +2,116.5% | +68,692.0% | +21,284.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling