+114.6%
ROST vs SEI
+999.8%
-885.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.1% | -2.8% | +2.0% |
| 7D | +0.2% | +22.6% | -22.4% | -1.1% |
| 30D | -6.9% | +9.1% | -16.0% | -7.5% |
| 3M | -3.3% | -11.3% | +8.0% | -3.1% |
| 6M | +9.0% | +22.0% | -13.0% | +6.5% |
| YTD | +28.9% | +47.3% | -18.4% | +23.9% |
| 1Y | +54.0% | +124.8% | -70.8% | +43.3% |
| 3Y | +100.7% | +591.3% | -490.6% | +63.4% |
| All | +114.6% | +999.8% | -885.2% | +55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling