+58,601.1%
ROST vs SUI
+4,109.4%
+54,491.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.5% | -0.3% | -1.2% |
| 7D | +1.2% | +6.2% | -5.0% | -0.9% |
| 30D | +2.5% | +8.6% | -6.1% | -0.6% |
| 3M | -9.0% | +1.0% | -9.9% | -9.4% |
| 6M | +1.3% | -2.6% | +3.9% | +1.9% |
| YTD | +29.1% | -0.1% | +29.2% | +28.4% |
| 1Y | +45.4% | +0.5% | +45.0% | +44.3% |
| 3Y | +94.9% | +15.3% | +79.6% | +79.6% |
| 5Y | +104.0% | -26.1% | +130.1% | +118.6% |
| 10Y | +314.8% | +117.8% | +197.0% | +198.3% |
| All | +58,601.1% | +4,109.4% | +54,491.7% | +15,479.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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