+16,030.9%
ROST vs SPYG
+561.6%
+15,469.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | +0.2% | +1.2% | -1.0% | -0.6% |
| 30D | -10.0% | -1.6% | -8.4% | -9.1% |
| 3M | +1.2% | +3.4% | -2.1% | -1.6% |
| 6M | +8.9% | +18.9% | -10.0% | -4.4% |
| YTD | +28.1% | +13.8% | +14.3% | +15.7% |
| 1Y | +53.0% | +20.6% | +32.4% | +32.3% |
| 3Y | +97.9% | +100.5% | -2.7% | +16.5% |
| 5Y | +112.0% | +84.6% | +27.4% | +32.0% |
| 10Y | +303.0% | +410.8% | -107.8% | +26.6% |
| All | +16,030.9% | +561.6% | +15,469.2% | +2,786.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling