+2,432.7%
SAP vs ROST
+59,155.8%
-56,723.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +19.8% |
| 6M | +34.8% | +1.3% | +33.5% | +33.4% |
| YTD | -2.2% | +29.1% | -31.3% | -9.8% |
| 1Y | -6.4% | +45.4% | -51.9% | -16.6% |
| 3Y | +75.1% | +94.9% | -19.7% | +42.7% |
| 5Y | +69.8% | +104.0% | -34.2% | +33.3% |
| 10Y | +219.8% | +314.8% | -95.0% | +97.4% |
| All | +2,432.7% | +59,155.8% | -56,723.0% | +371.8% |
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