+568.6%
SE vs ROST
+286.0%
+282.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.8% | -2.3% | -3.4% |
| 7D | -3.6% | -2.2% | -1.4% | -2.7% |
| 30D | -5.3% | -11.4% | +6.1% | -0.6% |
| 3M | +28.1% | -1.6% | +29.7% | +28.5% |
| 6M | +20.7% | +6.8% | +13.8% | +16.5% |
| YTD | -14.8% | +25.8% | -40.6% | -23.2% |
| 1Y | -43.6% | +52.4% | -96.0% | -53.3% |
| 3Y | +184.2% | +94.4% | +89.8% | +108.6% |
| 5Y | -66.3% | +108.2% | -174.5% | -76.7% |
| All | +568.6% | +286.0% | +282.5% | +292.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling