+52.7%
ROST vs SRE
-7.5%
+60.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -2.9% | +9.0% | +6.1% |
| 7D | +7.8% | -2.1% | +9.9% | +7.7% |
| 30D | +8.6% | +6.1% | +2.5% | +8.2% |
| 3M | -1.9% | -3.5% | +1.6% | -1.8% |
| 6M | +9.1% | -10.8% | +19.9% | +10.4% |
| YTD | +37.2% | -4.0% | +41.2% | +36.9% |
| 1Y | +52.7% | -7.7% | +60.4% | +55.0% |
| All | +52.7% | -7.5% | +60.2% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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