+265.4%
ROST vs SNAP
-77.9%
+343.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.5% |
| 7D | -2.2% | -5.0% | +2.8% | -1.7% |
| 30D | -11.4% | -0.7% | -10.7% | -11.5% |
| 3M | -1.6% | -5.0% | +3.4% | -1.6% |
| 6M | +6.8% | +3.5% | +3.3% | +5.3% |
| YTD | +25.8% | -34.2% | +60.0% | +29.8% |
| 1Y | +52.4% | -27.1% | +79.5% | +54.8% |
| 3Y | +94.4% | -43.5% | +137.8% | +93.9% |
| 5Y | +108.2% | -92.9% | +201.1% | +139.7% |
| All | +265.4% | -77.9% | +343.3% | +213.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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