+162.0%
SO vs ROST
+299.2%
-137.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.4% |
| 7D | 0.0% | -2.2% | +2.3% | +0.4% |
| 30D | -2.5% | -11.4% | +8.9% | -0.4% |
| 3M | -4.2% | -1.6% | -2.5% | -4.1% |
| 6M | -7.7% | +6.8% | -14.5% | -9.2% |
| YTD | +3.8% | +25.8% | -22.0% | -1.1% |
| 1Y | +0.1% | +52.4% | -52.4% | -8.2% |
| 3Y | +44.2% | +94.4% | -50.2% | +24.8% |
| 5Y | +57.9% | +108.2% | -50.3% | +32.0% |
| 10Y | +162.0% | +308.5% | -146.5% | +94.5% |
| All | +162.0% | +299.2% | -137.2% | +94.5% |
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