+308.5%
ROST vs SPG
+59.6%
+248.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.7% | -0.7% |
| 7D | -2.2% | -1.7% | -0.6% | -1.5% |
| 30D | -11.4% | -6.3% | -5.2% | -8.9% |
| 3M | -1.6% | -2.4% | +0.8% | -0.8% |
| 6M | +6.8% | +9.6% | -2.8% | +2.2% |
| YTD | +25.8% | +14.2% | +11.6% | +17.9% |
| 1Y | +52.4% | +19.3% | +33.1% | +40.0% |
| 3Y | +94.4% | +106.7% | -12.3% | +36.3% |
| 5Y | +108.2% | +104.2% | +4.0% | +45.1% |
| 10Y | +308.5% | +63.7% | +244.8% | +158.9% |
| All | +308.5% | +59.6% | +248.9% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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