+99.5%
ROST vs SBAC
-7.1%
+106.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +3.2% | +3.6% | -0.5% | +2.9% |
| 30D | +7.4% | +4.9% | +2.5% | +7.0% |
| 3M | -6.1% | +6.5% | -12.5% | -6.5% |
| 6M | +6.2% | -11.1% | +17.3% | +7.1% |
| YTD | +33.4% | +0.9% | +32.5% | +33.3% |
| 1Y | +48.8% | -1.6% | +50.4% | +49.0% |
| 3Y | +99.5% | -7.0% | +106.5% | +106.7% |
| All | +99.5% | -7.1% | +106.7% | +106.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling