+4,572.3%
ROST vs SPXS
-100.0%
+4,672.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.1% |
| 7D | 0.0% | -1.5% | +1.6% | -0.4% |
| 30D | -10.2% | +3.7% | -13.8% | -9.1% |
| 3M | +1.0% | -9.6% | +10.6% | -1.5% |
| 6M | +8.7% | -32.4% | +41.1% | -2.1% |
| YTD | +27.8% | -28.7% | +56.5% | +17.4% |
| 1Y | +52.7% | -38.1% | +90.8% | +35.3% |
| 3Y | +97.5% | -80.1% | +177.6% | +34.2% |
| 5Y | +111.6% | -85.9% | +197.5% | +50.0% |
| 10Y | +302.2% | -99.5% | +401.7% | +51.9% |
| All | +4,572.3% | -100.0% | +4,672.3% | +554.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling