+302.7%
ROST vs SBAC
+83.0%
+219.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.8% |
| 7D | -2.5% | -5.3% | +2.8% | -1.1% |
| 30D | -10.3% | +0.4% | -10.7% | -10.4% |
| 3M | -2.6% | -11.9% | +9.3% | +0.4% |
| 6M | +6.5% | -4.5% | +11.0% | +6.6% |
| YTD | +25.9% | -4.3% | +30.3% | +25.6% |
| 1Y | +52.3% | -3.9% | +56.2% | +51.5% |
| 3Y | +94.6% | -11.0% | +105.6% | +92.9% |
| 5Y | +111.1% | -44.1% | +155.2% | +140.7% |
| All | +302.7% | +83.0% | +219.7% | +256.9% |
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