+368.8%
SNXX vs ROST
+23.7%
+345.1%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.3% | -9.4% | -7.1% |
| 7D | -12.0% | +0.2% | -12.3% | -12.0% |
| 30D | +37.9% | -6.9% | +44.8% | +39.1% |
| 3M | -52.7% | -3.3% | -49.4% | -52.9% |
| 6M | +194.8% | +9.0% | +185.7% | +131.9% |
| All | +368.8% | +23.7% | +345.1% | +93.7% |
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 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