+10,125.1%
ROST vs SBAC
+2,208.1%
+7,917.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.3% |
| 7D | +0.9% | -0.8% | +1.7% | +1.0% |
| 30D | -8.9% | +6.9% | -15.8% | -9.6% |
| 3M | -0.8% | -8.2% | +7.4% | 0.0% |
| 6M | +8.5% | -1.6% | +10.1% | +8.2% |
| YTD | +28.6% | -0.1% | +28.7% | +27.9% |
| 1Y | +52.3% | -0.5% | +52.8% | +51.5% |
| 3Y | +94.8% | -9.1% | +103.9% | +94.4% |
| 5Y | +110.8% | -43.8% | +154.6% | +120.3% |
| 10Y | +304.5% | +80.5% | +224.0% | +276.1% |
| All | +10,125.1% | +2,208.1% | +7,917.0% | +7,428.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling