+273.5%
ROST vs SNAP
-77.2%
+350.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.0% | +3.6% | 0.0% |
| 7D | +0.9% | +0.7% | +0.2% | +0.8% |
| 30D | -8.9% | +2.6% | -11.5% | -9.3% |
| 3M | -0.8% | -9.9% | +9.1% | -0.3% |
| 6M | +8.5% | +1.9% | +6.6% | +7.2% |
| YTD | +28.6% | -32.2% | +60.8% | +32.2% |
| 1Y | +52.3% | -22.8% | +75.2% | +53.8% |
| 3Y | +94.8% | -47.6% | +142.4% | +95.9% |
| 5Y | +110.8% | -92.7% | +203.5% | +142.1% |
| All | +273.5% | -77.2% | +350.7% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling