+75.1%
SAP vs ROST
+95.7%
-20.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.4% | -3.7% |
| 7D | -0.7% | +1.2% | -1.9% | -1.0% |
| 30D | +11.1% | +2.5% | +8.6% | +10.3% |
| 3M | +17.0% | -9.0% | +26.0% | +19.6% |
| 6M | +34.8% | +1.3% | +33.5% | +33.7% |
| YTD | -2.2% | +29.1% | -31.3% | -10.4% |
| 1Y | -6.4% | +45.4% | -51.9% | -17.6% |
| 3Y | +75.1% | +94.9% | -19.7% | +42.5% |
| All | +75.1% | +95.7% | -20.6% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling