+10,188.9%
ROST vs SBAC
+2,222.3%
+7,966.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.5% |
| 7D | +0.3% | +0.6% | -0.4% | +0.2% |
| 30D | +0.5% | +5.5% | -5.0% | -0.1% |
| 3M | -5.2% | +3.1% | -8.3% | -5.6% |
| 6M | +9.8% | -7.0% | +16.9% | +10.4% |
| YTD | +29.4% | +0.5% | +28.9% | +28.5% |
| 1Y | +44.4% | +0.2% | +44.1% | +43.4% |
| 3Y | +95.0% | -7.4% | +102.4% | +94.1% |
| 5Y | +111.9% | -39.7% | +151.6% | +119.7% |
| 10Y | +301.2% | +112.5% | +188.7% | +267.3% |
| All | +10,188.9% | +2,222.3% | +7,966.5% | +7,463.3% |
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