+296.4%
SPGI vs ROST
+299.2%
-2.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.0% |
| 7D | -3.1% | -2.2% | -0.9% | -2.3% |
| 30D | +2.0% | -11.4% | +13.5% | +6.1% |
| 3M | +4.3% | -1.6% | +6.0% | +4.5% |
| 6M | -0.2% | +6.8% | -7.1% | -3.3% |
| YTD | -14.8% | +25.8% | -40.6% | -22.0% |
| 1Y | -18.5% | +52.4% | -70.9% | -30.4% |
| 3Y | +16.0% | +94.4% | -78.4% | -10.3% |
| 5Y | +2.2% | +108.2% | -106.0% | -25.1% |
| 10Y | +296.4% | +308.5% | -12.1% | +123.8% |
| All | +296.4% | +299.2% | -2.7% | +123.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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