+657.1%
ROST vs SFM
+132.6%
+524.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.7% |
| 7D | +0.9% | -0.1% | +1.0% | +0.9% |
| 30D | -8.9% | -4.4% | -4.5% | -8.5% |
| 3M | -0.8% | +1.5% | -2.3% | -1.2% |
| 6M | +8.5% | +6.5% | +2.0% | +7.1% |
| YTD | +28.6% | +2.2% | +26.4% | +27.4% |
| 1Y | +52.3% | -41.9% | +94.2% | +60.1% |
| 3Y | +94.8% | +106.8% | -11.9% | +75.1% |
| 5Y | +110.8% | +231.6% | -120.8% | +77.3% |
| 10Y | +304.5% | +258.4% | +46.1% | +226.6% |
| All | +657.1% | +132.6% | +524.5% | +553.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling