+46.9%
ROST vs SNAP
-41.1%
+88.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.5% |
| 7D | +0.9% | +2.6% | -1.7% | +0.6% |
| 30D | +5.1% | -19.6% | +24.7% | +6.8% |
| 3M | -4.3% | +0.4% | -4.6% | -4.3% |
| 6M | +9.4% | -5.9% | +15.4% | +9.3% |
| YTD | +32.5% | -35.3% | +67.8% | +28.9% |
| 1Y | +46.9% | -42.6% | +89.5% | +44.8% |
| All | +46.9% | -41.1% | +88.0% | +44.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling