+56,967.4%
ROST vs SIRI
-18.6%
+56,986.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -2.2% | -3.9% | +1.7% | -2.0% |
| 30D | -11.4% | -0.8% | -10.6% | -11.4% |
| 3M | -1.6% | +4.3% | -5.9% | -1.9% |
| 6M | +6.8% | +34.1% | -27.2% | +4.9% |
| YTD | +25.8% | +47.3% | -21.5% | +22.7% |
| 1Y | +52.4% | +22.9% | +29.5% | +50.1% |
| 3Y | +94.4% | -24.6% | +118.9% | +94.4% |
| 5Y | +108.2% | -43.2% | +151.4% | +110.0% |
| 10Y | +308.5% | -12.3% | +320.8% | +303.4% |
| All | +56,967.4% | -18.6% | +56,986.1% | +52,289.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling