+302.7%
ROST vs SFM
+268.6%
+34.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | -2.5% | -8.8% | +6.3% | -1.6% |
| 30D | -10.3% | -14.5% | +4.2% | -8.9% |
| 3M | -2.6% | -16.8% | +14.3% | -1.0% |
| 6M | +6.5% | -5.3% | +11.9% | +6.6% |
| YTD | +25.9% | -9.4% | +35.3% | +26.3% |
| 1Y | +52.3% | -46.2% | +98.5% | +60.7% |
| 3Y | +94.6% | +81.3% | +13.3% | +79.3% |
| 5Y | +111.1% | +211.9% | -100.8% | +83.0% |
| All | +302.7% | +268.6% | +34.2% | +233.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling