+301.5%
ROST vs SFM
+140.2%
+161.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.7% | -2.5% |
| 7D | +0.3% | +6.0% | -5.8% | -0.3% |
| 30D | +0.5% | -19.5% | +19.9% | +2.1% |
| 3M | -5.2% | -37.0% | +31.8% | -1.4% |
| 6M | +9.8% | -41.0% | +50.8% | +14.8% |
| YTD | +29.4% | -34.6% | +64.0% | +33.3% |
| 1Y | +44.4% | -36.3% | +80.6% | +49.1% |
| 3Y | +95.0% | +24.5% | +70.5% | +85.8% |
| 5Y | +111.9% | +115.9% | -4.0% | +89.9% |
| All | +301.5% | +140.2% | +161.3% | +253.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling