+289.3%
ROST vs SEI
+647.2%
-357.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.8% | -7.6% | -2.4% |
| 7D | -2.2% | +28.2% | -30.5% | -5.2% |
| 30D | -11.4% | +15.5% | -26.9% | -13.2% |
| 3M | -1.6% | -1.4% | -0.3% | -2.8% |
| 6M | +6.8% | +37.4% | -30.6% | +0.6% |
| YTD | +25.8% | +47.8% | -22.0% | +16.6% |
| 1Y | +52.4% | +174.3% | -121.9% | +28.9% |
| 3Y | +94.4% | +598.5% | -504.1% | +29.6% |
| 5Y | +108.2% | +1,026.2% | -918.0% | +18.6% |
| All | +289.3% | +647.2% | -357.8% | +112.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling