-48.8%
SE vs ROST
+54.7%
-103.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +6.1% | -1.7% | +2.9% |
| 7D | +6.7% | +7.8% | -1.1% | +4.8% |
| 30D | -17.2% | +8.6% | -25.8% | -18.8% |
| 3M | -28.0% | -1.9% | -26.1% | -28.0% |
| 6M | -6.1% | +9.1% | -15.3% | -8.4% |
| YTD | -37.1% | +37.2% | -74.4% | -39.9% |
| 1Y | -48.8% | +52.7% | -101.5% | -51.0% |
| All | -48.8% | +54.7% | -103.4% | -51.0% |
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