+112.0%
ROST vs SNAP
-92.9%
+204.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +0.2% | +1.5% | -1.3% | +0.1% |
| 30D | -10.0% | +1.9% | -11.9% | -10.2% |
| 3M | +1.2% | -3.9% | +5.1% | +1.1% |
| 6M | +8.9% | +5.2% | +3.7% | +7.3% |
| YTD | +28.1% | -32.7% | +60.8% | +31.6% |
| 1Y | +53.0% | -24.8% | +77.7% | +54.7% |
| 3Y | +97.9% | -42.2% | +140.0% | +96.2% |
| 5Y | +112.0% | -92.7% | +204.7% | +139.0% |
| All | +112.0% | -92.9% | +204.9% | +139.0% |
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