+10,511.7%
ROST vs SBAC
+2,232.4%
+8,279.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.3% | +0.8% |
| 7D | +3.2% | +3.6% | -0.5% | +2.8% |
| 30D | +7.4% | +4.9% | +2.5% | +6.9% |
| 3M | -6.1% | +6.5% | -12.5% | -6.8% |
| 6M | +6.2% | -11.1% | +17.3% | +7.3% |
| YTD | +33.4% | +0.9% | +32.5% | +32.5% |
| 1Y | +48.8% | -1.6% | +50.4% | +48.1% |
| 3Y | +99.5% | -7.0% | +106.5% | +98.5% |
| 5Y | +112.7% | -39.2% | +151.9% | +120.4% |
| 10Y | +316.4% | +111.4% | +205.1% | +281.4% |
| All | +10,511.7% | +2,232.4% | +8,279.3% | +7,697.4% |
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