+312.1%
ROST vs SPYG
+424.6%
-112.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.8% | +1.5% | +1.7% |
| 7D | +0.2% | -0.9% | +1.1% | +0.9% |
| 30D | -6.9% | -1.5% | -5.4% | -5.8% |
| 3M | -3.3% | +3.7% | -7.1% | -6.6% |
| 6M | +9.0% | +16.4% | -7.4% | -4.5% |
| YTD | +28.9% | +13.3% | +15.5% | +15.1% |
| 1Y | +54.0% | +17.9% | +36.1% | +32.8% |
| 3Y | +100.7% | +98.3% | +2.4% | +7.6% |
| 5Y | +116.0% | +86.4% | +29.6% | +21.4% |
| All | +312.1% | +424.6% | -112.5% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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