+312.1%
ROST vs SRE
+122.3%
+189.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.6% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | -6.9% | -3.0% | -3.9% | -6.0% |
| 3M | -3.3% | -8.3% | +5.0% | -0.4% |
| 6M | +9.0% | -8.9% | +18.0% | +12.5% |
| YTD | +28.9% | -4.3% | +33.1% | +29.8% |
| 1Y | +54.0% | +2.7% | +51.2% | +50.3% |
| 3Y | +100.7% | +28.7% | +72.1% | +69.6% |
| 5Y | +116.0% | +47.1% | +68.9% | +68.7% |
| All | +312.1% | +122.3% | +189.8% | +190.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling