+298.8%
ROST vs SEI
+644.4%
-345.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +1.7% |
| 7D | +0.2% | +22.6% | -22.4% | -2.3% |
| 30D | -6.9% | +9.1% | -16.0% | -8.2% |
| 3M | -3.3% | -11.3% | +8.0% | -3.1% |
| 6M | +9.0% | +22.0% | -13.0% | +4.3% |
| YTD | +28.9% | +47.3% | -18.4% | +19.5% |
| 1Y | +54.0% | +124.8% | -70.8% | +33.8% |
| 3Y | +100.7% | +591.3% | -490.6% | +34.1% |
| 5Y | +116.0% | +1,008.2% | -892.2% | +23.4% |
| All | +298.8% | +644.4% | -345.6% | +117.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling