+2,233.8%
SAP vs ROST
+58,939.1%
-56,705.4%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | +0.9% | -3.8% | -3.2% |
| 30D | +9.0% | -8.9% | +17.9% | +11.7% |
| 3M | +14.9% | -0.8% | +15.8% | +14.9% |
| 6M | +11.9% | +8.5% | +3.4% | +8.7% |
| YTD | -9.9% | +28.6% | -38.5% | -16.7% |
| 1Y | -19.5% | +52.3% | -71.9% | -29.1% |
| 3Y | +61.8% | +94.8% | -33.0% | +31.9% |
| 5Y | +56.2% | +110.8% | -54.6% | +21.6% |
| 10Y | +180.6% | +304.5% | -123.9% | +74.5% |
| All | +2,233.8% | +58,939.1% | -56,705.4% | +335.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling