+312.1%
ROST vs SPXS
-99.6%
+411.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +1.5% |
| 7D | +0.2% | +2.5% | -2.3% | +1.1% |
| 30D | -6.9% | +4.2% | -11.1% | -5.5% |
| 3M | -3.3% | -9.3% | +6.0% | -6.0% |
| 6M | +9.0% | -30.7% | +39.7% | -2.3% |
| YTD | +28.9% | -28.1% | +56.9% | +17.4% |
| 1Y | +54.0% | -35.1% | +89.0% | +36.4% |
| 3Y | +100.7% | -79.6% | +180.3% | +29.6% |
| 5Y | +116.0% | -86.3% | +202.3% | +43.2% |
| All | +312.1% | -99.6% | +411.7% | +36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling