+112.0%
ROST vs SPXS
-83.0%
+195.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.7% | -2.0% |
| 7D | +0.3% | -7.5% | +7.8% | -1.9% |
| 30D | +0.5% | +5.3% | -4.9% | +2.7% |
| 3M | -5.2% | +9.7% | -14.9% | -1.7% |
| 6M | +9.8% | -4.6% | +14.4% | +9.8% |
| YTD | +29.4% | -25.8% | +55.2% | +21.1% |
| 1Y | +44.4% | -28.8% | +73.1% | +33.7% |
| 3Y | +95.0% | -80.2% | +175.2% | +28.7% |
| All | +112.0% | -83.0% | +195.0% | +60.0% |
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