+5.1%
SPGI vs ROST
+111.1%
-106.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -2.5% | +0.2% | -2.7% | -2.5% |
| 30D | +5.4% | -10.0% | +15.4% | +8.4% |
| 3M | +9.0% | +1.2% | +7.8% | +8.3% |
| 6M | +0.8% | +8.9% | -8.2% | -2.3% |
| YTD | -12.6% | +28.1% | -40.6% | -19.3% |
| 1Y | -16.1% | +53.0% | -69.1% | -26.7% |
| 3Y | +19.0% | +97.9% | -78.9% | -4.9% |
| 5Y | +5.1% | +112.0% | -106.9% | -20.7% |
| All | +5.1% | +111.1% | -106.0% | -20.7% |
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