+4,190.4%
ROST vs SGI
+1,798.9%
+2,391.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.6% | -2.4% |
| 7D | +0.3% | -5.3% | +5.6% | +1.5% |
| 30D | +0.5% | -2.1% | +2.5% | +0.8% |
| 3M | -5.2% | -8.2% | +2.9% | -3.7% |
| 6M | +9.8% | -4.6% | +14.4% | +10.0% |
| YTD | +29.4% | -31.5% | +60.8% | +38.7% |
| 1Y | +44.4% | -30.8% | +75.2% | +54.4% |
| 3Y | +95.0% | +67.2% | +27.8% | +68.1% |
| 5Y | +111.9% | +42.5% | +69.4% | +84.3% |
| 10Y | +301.2% | +321.9% | -20.6% | +156.4% |
| All | +4,190.4% | +1,798.9% | +2,391.5% | +1,488.0% |
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 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