+111.1%
ROST vs SPXS
-85.4%
+196.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | +0.7% |
| 7D | -2.5% | +6.4% | -8.9% | -0.6% |
| 30D | -10.3% | +6.0% | -16.3% | -8.6% |
| 3M | -2.6% | -11.6% | +9.0% | -5.7% |
| 6M | +6.5% | -28.7% | +35.2% | -2.7% |
| YTD | +25.9% | -26.3% | +52.2% | +16.7% |
| 1Y | +52.3% | -34.9% | +87.3% | +36.7% |
| 3Y | +94.6% | -79.5% | +174.0% | +29.9% |
| 5Y | +111.1% | -85.9% | +197.0% | +48.3% |
| All | +111.1% | -85.4% | +196.5% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling