+105.8%
ROST vs SNAP
-90.7%
+196.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.8% | -1.5% |
| 7D | +1.2% | -7.1% | +8.3% | +2.0% |
| 30D | +2.5% | -14.6% | +17.1% | +4.0% |
| 3M | -9.0% | -5.0% | -4.0% | -8.8% |
| 6M | +1.3% | -18.8% | +20.2% | +2.7% |
| YTD | +29.1% | -38.5% | +67.6% | +33.6% |
| 1Y | +45.4% | -38.1% | +83.5% | +50.2% |
| 3Y | +94.9% | -53.8% | +148.6% | +97.6% |
| All | +105.8% | -90.7% | +196.5% | +162.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling