+60,606.4%
ROST vs SPG
+5,939.2%
+54,667.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +0.9% | +3.1% | -2.3% | -0.3% |
| 30D | +5.1% | +16.4% | -11.3% | -0.6% |
| 3M | -4.3% | +7.1% | -11.3% | -6.7% |
| 6M | +9.4% | +16.1% | -6.7% | +3.3% |
| YTD | +32.5% | +30.4% | +2.0% | +19.5% |
| 1Y | +46.9% | +33.0% | +13.9% | +31.6% |
| 3Y | +98.1% | +134.6% | -36.5% | +41.7% |
| 5Y | +116.9% | +84.9% | +32.0% | +68.0% |
| 10Y | +310.9% | +114.9% | +196.0% | +169.4% |
| All | +60,606.4% | +5,939.2% | +54,667.2% | +9,255.8% |
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 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