+95.0%
ROST vs SN
+440.0%
-345.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.8% | -5.2% | -2.9% |
| 7D | +0.3% | +1.5% | -1.3% | -0.1% |
| 30D | +0.5% | +21.5% | -21.0% | -3.2% |
| 3M | -5.2% | +20.0% | -25.3% | -8.8% |
| 6M | +9.8% | +119.9% | -110.1% | -6.6% |
| YTD | +29.4% | +102.3% | -72.9% | +11.2% |
| 1Y | +44.4% | +148.0% | -103.6% | +19.1% |
| 3Y | +95.0% | +450.0% | -355.0% | +27.4% |
| All | +95.0% | +440.0% | -345.0% | +27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling