+100.7%
ROST vs SCHG
+86.3%
+14.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +1.9% |
| 7D | +0.2% | -1.0% | +1.3% | +0.7% |
| 30D | -6.9% | -1.3% | -5.6% | -6.3% |
| 3M | -3.3% | +5.4% | -8.8% | -5.9% |
| 6M | +9.0% | +14.4% | -5.4% | +1.6% |
| YTD | +28.9% | +8.0% | +20.8% | +23.4% |
| 1Y | +54.0% | +12.7% | +41.2% | +44.1% |
| 3Y | +100.7% | +85.6% | +15.1% | +41.3% |
| All | +100.7% | +86.3% | +14.5% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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