+45.3%
SO vs ROST
+97.9%
-52.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.0% |
| 7D | +1.0% | +0.2% | +0.8% | +1.0% |
| 30D | -3.2% | -10.0% | +6.8% | -2.6% |
| 3M | -1.7% | +1.2% | -2.9% | -1.9% |
| 6M | -7.2% | +8.9% | -16.1% | -7.8% |
| YTD | +4.6% | +28.1% | -23.5% | +2.6% |
| 1Y | +1.2% | +53.0% | -51.7% | -2.0% |
| 3Y | +45.3% | +97.9% | -52.6% | +34.0% |
| All | +45.3% | +97.9% | -52.6% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling