+45,169.2%
ROST vs SPY
+3,091.8%
+42,077.4%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -8.9% | +0.1% | -8.9% | -9.0% |
| 3M | -0.8% | +2.0% | -2.8% | -2.8% |
| 6M | +8.5% | +13.0% | -4.5% | -2.7% |
| YTD | +28.6% | +13.5% | +15.0% | +14.8% |
| 1Y | +52.3% | +20.0% | +32.4% | +29.6% |
| 3Y | +94.8% | +77.2% | +17.7% | +17.0% |
| 5Y | +110.8% | +81.9% | +28.9% | +24.7% |
| 10Y | +304.5% | +314.1% | -9.5% | +24.6% |
| All | +45,169.2% | +3,091.8% | +42,077.4% | +2,786.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling