+301.5%
ROST vs SBAC
+114.8%
+186.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | +0.3% | +0.6% | -0.4% | +0.1% |
| 30D | +0.5% | +5.5% | -5.0% | -0.9% |
| 3M | -5.2% | +3.1% | -8.3% | -6.2% |
| 6M | +9.8% | -7.0% | +16.9% | +11.2% |
| YTD | +29.4% | +0.5% | +28.9% | +27.1% |
| 1Y | +44.4% | +0.2% | +44.1% | +41.8% |
| 3Y | +95.0% | -7.4% | +102.4% | +91.5% |
| 5Y | +111.9% | -39.7% | +151.6% | +136.6% |
| All | +301.5% | +114.8% | +186.7% | +236.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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