+58,816.5%
ROST vs SPG
+5,256.9%
+53,559.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +0.9% | -2.4% | +3.3% | +1.8% |
| 30D | -8.9% | -6.8% | -2.1% | -6.5% |
| 3M | -0.8% | +2.7% | -3.5% | -2.0% |
| 6M | +8.5% | +5.5% | +3.0% | +6.1% |
| YTD | +28.6% | +15.7% | +12.9% | +21.3% |
| 1Y | +52.3% | +20.9% | +31.5% | +41.3% |
| 3Y | +94.8% | +112.4% | -17.5% | +44.4% |
| 5Y | +110.8% | +101.4% | +9.4% | +58.3% |
| 10Y | +304.5% | +60.6% | +243.9% | +192.9% |
| All | +58,816.5% | +5,256.9% | +53,559.6% | +9,393.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling