+194.9%
SO vs ROST
+317.2%
-122.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -0.1% | +3.2% | -3.3% | -0.7% |
| 30D | +8.7% | +7.4% | +1.2% | +7.2% |
| 3M | +3.4% | -6.1% | +9.4% | +4.3% |
| 6M | +3.7% | +6.2% | -2.5% | +2.1% |
| YTD | +10.0% | +33.4% | -23.4% | +3.7% |
| 1Y | +6.6% | +48.8% | -42.2% | -1.7% |
| 3Y | +52.5% | +99.5% | -47.0% | +31.4% |
| 5Y | +76.1% | +112.7% | -36.6% | +47.1% |
| 10Y | +194.9% | +316.4% | -121.6% | +126.5% |
| All | +194.9% | +317.2% | -122.3% | +126.5% |
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