+66.7%
SNXX vs ROST
+31.7%
+35.0%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +6.1% | -21.9% | -14.6% |
| 7D | -47.8% | +7.8% | -55.6% | -47.0% |
| 30D | -66.0% | +8.6% | -74.6% | -65.5% |
| 3M | -57.5% | -1.9% | -55.5% | -56.3% |
| 6M | -66.7% | +9.1% | -75.9% | -68.5% |
| All | +66.7% | +31.7% | +35.0% | -30.0% |
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