+11.7%
SPGI vs ROST
+103.5%
-91.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.5% |
| 7D | +0.3% | +1.2% | -1.0% | -0.1% |
| 30D | +18.4% | +2.5% | +15.9% | +17.5% |
| 3M | +15.7% | -9.0% | +24.7% | +18.5% |
| 6M | +17.3% | +1.3% | +15.9% | +16.1% |
| YTD | -4.7% | +29.1% | -33.8% | -12.4% |
| 1Y | +1.8% | +45.4% | -43.6% | -9.7% |
| 3Y | +31.7% | +94.9% | -63.2% | +5.4% |
| All | +11.7% | +103.5% | -91.7% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling