+74,203.8%
ROST vs SAN
+1,775.7%
+72,428.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.2% |
| 7D | -1.8% | +3.4% | -5.2% | -2.8% |
| 30D | +6.8% | -6.3% | +13.1% | +8.7% |
| 3M | -4.0% | -14.1% | +10.1% | +0.1% |
| 6M | +12.9% | +4.2% | +8.7% | +10.7% |
| YTD | +34.7% | +9.0% | +25.7% | +29.4% |
| 1Y | +49.5% | +18.8% | +30.7% | +40.0% |
| 3Y | +101.5% | +252.0% | -150.5% | +33.3% |
| 5Y | +120.7% | +299.5% | -178.8% | +37.2% |
| 10Y | +317.8% | +276.7% | +41.2% | +152.3% |
| All | +74,203.8% | +1,775.7% | +72,428.0% | +23,365.3% |
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