+52.7%
ROST vs SIRI
+59.9%
-7.1%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +8.4% | -2.3% | +5.0% |
| 7D | +7.8% | +22.3% | -14.5% | +5.5% |
| 30D | +8.6% | +26.9% | -18.4% | +5.9% |
| 3M | -1.9% | +9.6% | -11.5% | -3.1% |
| 6M | +9.1% | +27.2% | -18.0% | +6.0% |
| YTD | +37.2% | +72.4% | -35.2% | +25.5% |
| 1Y | +52.7% | +59.9% | -7.2% | +43.6% |
| All | +52.7% | +59.9% | -7.1% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 1y: compounded portfolio wealth divided by compounded SIRI 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…
1y analysis · Full analysis span regression · 6 months rolling