+179.0%
SAP vs ROST
+299.2%
-120.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.6% |
| 7D | -0.3% | -2.2% | +2.0% | +0.4% |
| 30D | +0.3% | -11.4% | +11.7% | +3.8% |
| 3M | +16.9% | -1.6% | +18.5% | +17.2% |
| 6M | +6.3% | +6.8% | -0.5% | +3.5% |
| YTD | -12.4% | +25.8% | -38.2% | -19.1% |
| 1Y | -21.6% | +52.4% | -74.0% | -31.8% |
| 3Y | +54.8% | +94.4% | -39.6% | +23.6% |
| 5Y | +56.2% | +108.2% | -52.1% | +18.7% |
| 10Y | +179.0% | +308.5% | -129.4% | +76.0% |
| All | +179.0% | +299.2% | -120.1% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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