+97.9%
ROST vs SPG
+112.2%
-14.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.8% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -10.0% | -4.9% | -5.0% | -8.4% |
| 3M | +1.2% | +3.3% | -2.1% | -0.2% |
| 6M | +8.9% | +11.2% | -2.3% | +4.7% |
| YTD | +28.1% | +17.1% | +11.0% | +20.7% |
| 1Y | +53.0% | +21.6% | +31.4% | +42.1% |
| 3Y | +97.9% | +111.9% | -14.0% | +46.8% |
| All | +97.9% | +112.2% | -14.3% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling