+95.0%
ROST vs SPXS
-80.3%
+175.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.7% | -2.0% |
| 7D | +0.3% | -7.5% | +7.8% | -1.4% |
| 30D | +0.5% | +5.3% | -4.9% | +2.2% |
| 3M | -5.2% | +9.7% | -14.9% | -2.6% |
| 6M | +9.8% | -4.6% | +14.4% | +9.9% |
| YTD | +29.4% | -25.8% | +55.2% | +22.8% |
| 1Y | +44.4% | -28.8% | +73.1% | +35.9% |
| 3Y | +95.0% | -80.2% | +175.2% | +43.2% |
| All | +95.0% | -80.3% | +175.3% | +43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling