+4,368.0%
ROST vs SGI
+1,852.9%
+2,515.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.4% | +1.1% |
| 7D | -1.8% | -10.5% | +8.7% | +0.6% |
| 30D | +6.8% | +0.1% | +6.7% | +6.7% |
| 3M | -4.0% | -4.0% | 0.0% | -3.4% |
| 6M | +12.9% | -5.6% | +18.5% | +13.4% |
| YTD | +34.7% | -29.5% | +64.2% | +43.5% |
| 1Y | +49.5% | -31.5% | +81.0% | +60.3% |
| 3Y | +101.5% | +71.6% | +29.9% | +72.7% |
| 5Y | +120.7% | +50.5% | +70.2% | +89.6% |
| 10Y | +317.8% | +333.9% | -16.0% | +165.4% |
| All | +4,368.0% | +1,852.9% | +2,515.1% | +1,543.3% |
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