+275.8%
ROST vs SNAP
-78.1%
+353.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -2.4% |
| 7D | +0.3% | +6.0% | -5.8% | -0.4% |
| 30D | +0.5% | -13.8% | +14.3% | +1.9% |
| 3M | -5.2% | -0.8% | -4.5% | -5.5% |
| 6M | +9.8% | -6.2% | +16.1% | +9.6% |
| YTD | +29.4% | -34.8% | +64.2% | +33.3% |
| 1Y | +44.4% | -38.7% | +83.0% | +49.5% |
| 3Y | +95.0% | -53.5% | +148.5% | +98.5% |
| 5Y | +111.9% | -90.2% | +202.1% | +136.4% |
| All | +275.8% | -78.1% | +353.9% | +221.6% |
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