+52.3%
ROST vs SGI
-20.9%
+73.3%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.6% |
| 7D | -2.5% | -4.9% | +2.4% | -1.7% |
| 30D | -10.3% | +1.6% | -11.9% | -10.5% |
| 3M | -2.6% | -3.2% | +0.6% | -2.8% |
| 6M | +6.5% | -16.0% | +22.6% | +8.2% |
| YTD | +25.9% | -25.4% | +51.3% | +28.8% |
| 1Y | +52.3% | -21.6% | +73.9% | +57.4% |
| All | +52.3% | -20.9% | +73.3% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 1y: compounded portfolio wealth divided by compounded SGI 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…
1y analysis · Full analysis span regression · 6 months rolling