-67.1%
SE vs ROST
+114.0%
-181.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.3% | -3.7% | -2.7% |
| 7D | -5.2% | +0.2% | -5.4% | -5.3% |
| 30D | -17.1% | -6.9% | -10.2% | -13.8% |
| 3M | +24.0% | -3.3% | +27.3% | +25.6% |
| 6M | +21.0% | +9.0% | +11.9% | +13.4% |
| YTD | -16.7% | +28.9% | -45.6% | -29.5% |
| 1Y | -45.9% | +54.0% | -99.9% | -59.3% |
| 3Y | +177.8% | +100.7% | +77.1% | +67.7% |
| All | -67.1% | +114.0% | -181.1% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling