+112.0%
ROST vs SEI
+889.7%
-777.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.3% | -2.3% |
| 7D | +0.3% | +10.5% | -10.2% | -0.2% |
| 30D | +0.5% | -8.0% | +8.5% | +0.5% |
| 3M | -5.2% | +6.7% | -12.0% | -6.4% |
| 6M | +9.8% | -17.0% | +26.9% | +9.7% |
| YTD | +29.4% | +39.7% | -10.3% | +24.0% |
| 1Y | +44.4% | +43.2% | +1.2% | +37.9% |
| 3Y | +95.0% | +676.3% | -581.3% | +56.8% |
| All | +112.0% | +889.7% | -777.8% | +59.3% |
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 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