+274.9%
ROST vs SNAP
-79.3%
+354.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +33.8% |
| 1Y | +45.4% | -38.1% | +83.5% | +50.4% |
| 3Y | +94.9% | -53.8% | +148.6% | +98.5% |
| 5Y | +104.0% | -90.7% | +194.7% | +128.8% |
| All | +274.9% | -79.3% | +354.2% | +222.9% |
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