+10,943.2%
ROST vs SRE
+1,553.2%
+9,390.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | 0.0% | +1.4% | -1.4% | -0.5% |
| 30D | -10.2% | +1.9% | -12.1% | -11.0% |
| 3M | +1.0% | -3.3% | +4.3% | +1.8% |
| 6M | +8.7% | -6.4% | +15.2% | +10.7% |
| YTD | +27.8% | -1.8% | +29.6% | +27.6% |
| 1Y | +52.7% | +10.7% | +41.9% | +45.6% |
| 3Y | +97.5% | +31.8% | +65.7% | +71.5% |
| 5Y | +111.6% | +49.2% | +62.4% | +74.1% |
| 10Y | +302.2% | +118.5% | +183.7% | +184.2% |
| All | +10,943.2% | +1,553.2% | +9,390.0% | +3,731.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling