+6,352.9%
SO vs ROST
+72,248.3%
-65,895.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.2% | +1.1% |
| 7D | -1.1% | +2.8% | -3.9% | -1.4% |
| 30D | +8.6% | +6.6% | +2.0% | +8.0% |
| 3M | +1.8% | -7.0% | +8.7% | +2.3% |
| 6M | +3.6% | +5.4% | -1.7% | +2.9% |
| YTD | +9.9% | +32.4% | -22.4% | +7.0% |
| 1Y | +5.7% | +48.4% | -42.6% | +1.9% |
| 3Y | +52.5% | +99.5% | -47.0% | +42.7% |
| 5Y | +77.3% | +109.9% | -32.6% | +63.6% |
| 10Y | +186.8% | +315.5% | -128.8% | +148.8% |
| All | +6,352.9% | +72,248.3% | -65,895.4% | +4,310.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling