+120.7%
ROST vs SGI
+48.7%
+71.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | -1.8% | -10.5% | +8.7% | +1.6% |
| 30D | +6.8% | +0.1% | +6.7% | +6.6% |
| 3M | -4.0% | -4.0% | 0.0% | -3.2% |
| 6M | +12.9% | -5.6% | +18.5% | +13.3% |
| YTD | +34.7% | -29.5% | +64.2% | +47.2% |
| 1Y | +49.5% | -31.5% | +81.0% | +64.8% |
| 3Y | +101.5% | +71.6% | +29.9% | +54.1% |
| 5Y | +120.7% | +50.5% | +70.2% | +64.9% |
| All | +120.7% | +48.7% | +71.9% | +64.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling