+236.6%
SAP vs ROST
+300.7%
-64.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.0% |
| 7D | +0.6% | +0.3% | +0.4% | +0.5% |
| 30D | +6.5% | +0.5% | +6.1% | +6.3% |
| 3M | +12.2% | -5.2% | +17.5% | +13.7% |
| 6M | +46.1% | +9.8% | +36.2% | +41.0% |
| YTD | -1.6% | +29.4% | -31.0% | -10.0% |
| 1Y | -5.1% | +44.4% | -49.5% | -16.1% |
| 3Y | +68.4% | +95.0% | -26.6% | +34.2% |
| 5Y | +79.4% | +111.9% | -32.4% | +35.6% |
| All | +236.6% | +300.7% | -64.1% | +120.5% |
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