+102.9%
ROST vs SN
+476.8%
-373.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.3% | +1.6% | -1.2% |
| 7D | -2.2% | -3.4% | +1.2% | -1.7% |
| 30D | -11.4% | -9.1% | -2.4% | -10.2% |
| 3M | -1.6% | +31.8% | -33.4% | -6.1% |
| 6M | +6.8% | +52.0% | -45.2% | -0.7% |
| YTD | +25.8% | +51.3% | -25.5% | +16.8% |
| 1Y | +52.4% | +46.9% | +5.5% | +41.6% |
| 3Y | +94.4% | +394.9% | -300.6% | +64.3% |
| All | +102.9% | +476.8% | -373.9% | +70.7% |
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