+100.7%
ROST vs SPMO
+155.8%
-55.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.5% | +1.8% | +2.2% |
| 7D | +0.2% | -0.9% | +1.2% | +0.5% |
| 30D | -6.9% | -1.9% | -5.0% | -6.4% |
| 3M | -3.3% | -1.4% | -2.0% | -3.7% |
| 6M | +9.0% | +25.5% | -16.4% | -3.7% |
| YTD | +28.9% | +24.8% | +4.0% | +14.0% |
| 1Y | +54.0% | +24.5% | +29.5% | +36.2% |
| 3Y | +100.7% | +157.1% | -56.4% | +14.8% |
| All | +100.7% | +155.8% | -55.1% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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