+108.2%
ROST vs SGI
+56.1%
+52.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.2% | -1.2% |
| 7D | -2.2% | +0.6% | -2.8% | -2.4% |
| 30D | -11.4% | +5.5% | -17.0% | -13.1% |
| 3M | -1.6% | -3.6% | +2.0% | -1.3% |
| 6M | +6.8% | -15.0% | +21.8% | +10.9% |
| YTD | +25.8% | -23.0% | +48.8% | +34.2% |
| 1Y | +52.4% | -18.4% | +70.8% | +58.4% |
| 3Y | +94.4% | +57.8% | +36.6% | +54.1% |
| 5Y | +108.2% | +51.5% | +56.8% | +59.0% |
| All | +108.2% | +56.1% | +52.1% | +59.0% |
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