+107.4%
ROST vs SN
+490.7%
-383.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | +0.9% | -9.3% | +10.3% | +2.4% |
| 30D | -8.9% | -4.8% | -4.1% | -8.3% |
| 3M | -0.8% | +40.4% | -41.2% | -6.3% |
| 6M | +8.5% | +50.9% | -42.5% | +0.9% |
| YTD | +28.6% | +54.9% | -26.4% | +18.9% |
| 1Y | +52.3% | +43.0% | +9.3% | +42.1% |
| 3Y | +94.8% | +391.8% | -297.0% | +63.9% |
| All | +107.4% | +490.7% | -383.3% | +73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling