-5.1%
SAP vs ROST
+43.7%
-48.8%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | +0.6% | +0.3% | +0.4% | +0.6% |
| 30D | +6.5% | +0.5% | +6.1% | +6.4% |
| 3M | +12.2% | -5.2% | +17.5% | +12.7% |
| 6M | +46.1% | +9.8% | +36.2% | +43.6% |
| YTD | -1.6% | +29.4% | -31.0% | -6.8% |
| 1Y | -5.1% | +44.4% | -49.5% | -12.5% |
| All | -5.1% | +43.7% | -48.8% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling