+404.8%
ROST vs SPMO
+575.8%
-171.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | +0.2% | +3.4% | -3.2% | -2.0% |
| 30D | -10.0% | +0.5% | -10.5% | -10.5% |
| 3M | +1.2% | +1.9% | -0.7% | -2.0% |
| 6M | +8.9% | +27.8% | -18.9% | -11.5% |
| YTD | +28.1% | +26.7% | +1.4% | +4.6% |
| 1Y | +53.0% | +28.9% | +24.1% | +22.9% |
| 3Y | +97.9% | +160.7% | -62.8% | -11.6% |
| 5Y | +112.0% | +150.2% | -38.2% | -1.8% |
| 10Y | +303.0% | +517.5% | -214.6% | +8.2% |
| All | +404.8% | +575.8% | -171.0% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling