+4,163.8%
ROST vs SGI
+2,083.6%
+2,080.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | +0.9% | +8.5% | -7.6% | -1.0% |
| 30D | -8.9% | +0.7% | -9.6% | -9.2% |
| 3M | -0.8% | +0.6% | -1.4% | -1.5% |
| 6M | +8.5% | -17.9% | +26.4% | +12.3% |
| YTD | +28.6% | -21.2% | +49.8% | +33.9% |
| 1Y | +52.3% | -18.9% | +71.2% | +57.0% |
| 3Y | +94.8% | +52.6% | +42.2% | +71.2% |
| 5Y | +110.8% | +60.7% | +50.0% | +78.6% |
| 10Y | +304.5% | +278.1% | +26.4% | +160.3% |
| All | +4,163.8% | +2,083.6% | +2,080.3% | +1,432.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling