+111.1%
ROST vs SRE
+46.9%
+64.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.4% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | -10.3% | -1.7% | -8.6% | -10.0% |
| 3M | -2.6% | -7.1% | +4.5% | -1.0% |
| 6M | +6.5% | -8.4% | +14.9% | +8.6% |
| YTD | +25.9% | -3.5% | +29.4% | +26.3% |
| 1Y | +52.3% | +5.4% | +47.0% | +48.7% |
| 3Y | +94.6% | +29.5% | +65.0% | +69.2% |
| 5Y | +111.1% | +48.3% | +62.8% | +72.8% |
| All | +111.1% | +46.9% | +64.2% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling