+46,544.5%
ROST vs SPY
+3,045.4%
+43,499.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | +0.9% | +3.3% | -2.4% | -1.9% |
| 30D | +5.1% | -2.7% | +7.8% | +7.6% |
| 3M | -4.3% | -1.7% | -2.5% | -2.8% |
| 6M | +9.4% | +3.1% | +6.3% | +6.2% |
| YTD | +32.5% | +11.9% | +20.6% | +19.7% |
| 1Y | +46.9% | +12.0% | +34.9% | +32.6% |
| 3Y | +98.1% | +78.2% | +19.9% | +18.3% |
| 5Y | +116.9% | +73.2% | +43.7% | +33.7% |
| 10Y | +310.9% | +309.6% | +1.2% | +27.7% |
| All | +46,544.5% | +3,045.4% | +43,499.1% | +2,910.4% |
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