+112.0%
ROST vs SPG
+106.4%
+5.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -1.0% |
| 7D | +0.2% | 0.0% | +0.2% | +0.2% |
| 30D | -10.0% | -4.9% | -5.0% | -7.8% |
| 3M | +1.2% | +3.3% | -2.1% | -0.7% |
| 6M | +8.9% | +11.2% | -2.3% | +2.9% |
| YTD | +28.1% | +17.1% | +11.0% | +17.7% |
| 1Y | +53.0% | +21.6% | +31.4% | +37.7% |
| 3Y | +97.9% | +111.9% | -14.0% | +26.9% |
| 5Y | +112.0% | +106.9% | +5.1% | +33.2% |
| All | +112.0% | +106.4% | +5.6% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling