+114.6%
ROST vs SCCO
+303.5%
-188.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.7% | +2.4% |
| 7D | +0.2% | -2.7% | +2.9% | +0.6% |
| 30D | -6.9% | -0.7% | -6.2% | -7.0% |
| 3M | -3.3% | +8.1% | -11.4% | -5.1% |
| 6M | +9.0% | +4.1% | +4.9% | +7.0% |
| YTD | +28.9% | +41.1% | -12.3% | +18.5% |
| 1Y | +54.0% | +95.6% | -41.6% | +32.8% |
| 3Y | +100.7% | +179.3% | -78.5% | +55.8% |
| All | +114.6% | +303.5% | -188.9% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 5y: compounded portfolio wealth divided by compounded SCCO 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…
5y analysis · Full analysis span regression · 6 months rolling