+311.1%
ROST vs SPY
+308.5%
+2.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | +0.9% | +3.3% | -2.4% | -2.4% |
| 30D | +5.1% | -2.7% | +7.8% | +8.0% |
| 3M | -4.3% | -1.7% | -2.5% | -2.6% |
| 6M | +9.4% | +3.1% | +6.3% | +5.5% |
| YTD | +32.5% | +11.9% | +20.6% | +17.3% |
| 1Y | +46.9% | +12.0% | +34.9% | +29.8% |
| 3Y | +98.1% | +78.2% | +19.9% | +4.7% |
| 5Y | +116.9% | +73.2% | +43.7% | +18.6% |
| All | +311.1% | +308.5% | +2.6% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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