+338.6%
SPGI vs ROST
+310.3%
+28.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.7% | +0.3% | -0.8% |
| 7D | -0.8% | +0.9% | -1.7% | -1.1% |
| 30D | +14.3% | +5.1% | +9.2% | +12.3% |
| 3M | +14.5% | -4.3% | +18.7% | +15.8% |
| 6M | +17.3% | +9.4% | +7.9% | +12.9% |
| YTD | -4.6% | +32.5% | -37.1% | -14.3% |
| 1Y | +0.8% | +46.9% | -46.1% | -12.7% |
| 3Y | +28.8% | +98.1% | -69.3% | -1.0% |
| 5Y | +14.0% | +116.9% | -103.0% | -17.5% |
| All | +338.6% | +310.3% | +28.3% | +155.4% |
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