+99.5%
ROST vs SFM
+19.7%
+79.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.0% |
| 7D | +3.2% | -6.9% | +10.1% | +3.9% |
| 30D | +7.4% | -25.0% | +32.4% | +9.8% |
| 3M | -6.1% | -42.7% | +36.7% | -1.4% |
| 6M | +6.2% | -41.0% | +47.2% | +10.9% |
| YTD | +33.4% | -38.7% | +72.1% | +38.4% |
| 1Y | +48.8% | -38.1% | +86.9% | +54.0% |
| 3Y | +99.5% | +19.3% | +80.2% | +77.4% |
| All | +99.5% | +19.7% | +79.8% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling