+108.2%
ROST vs SN
+659.6%
-551.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.7% | -4.4% | -2.2% |
| 7D | +1.2% | +7.2% | -6.0% | +0.2% |
| 30D | +2.5% | +20.4% | -17.9% | -0.5% |
| 3M | -9.0% | +23.9% | -32.9% | -12.1% |
| 6M | +1.3% | +93.0% | -91.7% | -9.1% |
| YTD | +29.1% | +99.2% | -70.2% | +14.7% |
| 1Y | +45.4% | +142.6% | -97.2% | +25.5% |
| 3Y | +94.9% | +398.8% | -303.9% | +56.5% |
| All | +108.2% | +659.6% | -551.4% | +67.7% |
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 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