+96.1%
ROST vs SIRI
-23.3%
+119.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -2.5% | -3.0% | +0.5% | -2.2% |
| 30D | -10.3% | +1.3% | -11.6% | -10.4% |
| 3M | -2.6% | +5.6% | -8.2% | -3.1% |
| 6M | +6.5% | +35.2% | -28.6% | +3.6% |
| YTD | +25.9% | +49.1% | -23.1% | +21.3% |
| 1Y | +52.3% | +26.8% | +25.6% | +48.5% |
| All | +96.1% | -23.3% | +119.5% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling