+115.3%
ROST vs SN
+671.7%
-556.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.0% |
| 7D | +3.2% | +7.6% | -4.4% | +2.0% |
| 30D | +7.4% | +22.4% | -15.0% | +4.1% |
| 3M | -6.1% | +21.7% | -27.7% | -9.1% |
| 6M | +6.2% | +102.8% | -96.6% | -5.4% |
| YTD | +33.4% | +102.4% | -69.0% | +18.3% |
| 1Y | +48.8% | +139.0% | -90.2% | +28.6% |
| 3Y | +99.5% | +440.4% | -340.9% | +59.8% |
| All | +115.3% | +671.7% | -556.4% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling