+363.5%
SE vs ROST
+297.0%
+66.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +2.1% |
| 7D | -0.5% | +0.3% | -0.7% | -0.6% |
| 30D | -20.9% | +0.5% | -21.4% | -21.1% |
| 3M | -38.9% | -5.2% | -33.7% | -37.7% |
| 6M | -19.4% | +9.8% | -29.3% | -23.3% |
| YTD | -40.9% | +29.4% | -70.3% | -47.4% |
| 1Y | -46.2% | +44.4% | -90.5% | -54.4% |
| 3Y | +63.7% | +95.0% | -31.3% | +19.8% |
| 5Y | -77.9% | +111.9% | -189.8% | -84.9% |
| All | +363.5% | +297.0% | +66.5% | +168.7% |
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 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