+4,581.4%
ROST vs SPXS
-100.0%
+4,681.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | +0.1% |
| 7D | +0.2% | -1.5% | +1.8% | -0.2% |
| 30D | -10.0% | +3.7% | -13.7% | -8.9% |
| 3M | +1.2% | -9.6% | +10.8% | -1.3% |
| 6M | +8.9% | -32.4% | +41.3% | -1.9% |
| YTD | +28.1% | -28.7% | +56.7% | +17.6% |
| 1Y | +53.0% | -38.1% | +91.0% | +35.5% |
| 3Y | +97.9% | -80.1% | +178.0% | +34.5% |
| 5Y | +112.0% | -85.9% | +197.9% | +50.3% |
| 10Y | +303.0% | -99.5% | +402.5% | +52.2% |
| All | +4,581.4% | -100.0% | +4,681.4% | +555.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded SPXS 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling