+112.0%
ROST vs SFM
+219.5%
-107.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +0.3% |
| 7D | +0.2% | -5.8% | +6.0% | +0.9% |
| 30D | -10.0% | -11.4% | +1.4% | -8.8% |
| 3M | +1.2% | -12.2% | +13.4% | +2.5% |
| 6M | +8.9% | -5.2% | +14.1% | +9.0% |
| YTD | +28.1% | -4.5% | +32.5% | +27.8% |
| 1Y | +53.0% | -45.4% | +98.3% | +63.3% |
| 3Y | +97.9% | +91.1% | +6.8% | +75.9% |
| 5Y | +112.0% | +226.8% | -114.8% | +72.9% |
| All | +112.0% | +219.5% | -107.5% | +72.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling