+14,784.9%
SPGI vs ROST
+72,843.6%
-58,058.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +1.6% | +3.2% | -1.6% | +1.0% |
| 30D | +16.1% | +7.4% | +8.6% | +14.4% |
| 3M | +15.5% | -6.1% | +21.5% | +16.7% |
| 6M | +19.6% | +6.2% | +13.4% | +17.8% |
| YTD | -3.6% | +33.4% | -37.0% | -9.3% |
| 1Y | +2.2% | +48.8% | -46.6% | -6.0% |
| 3Y | +30.1% | +99.5% | -69.4% | +12.3% |
| 5Y | +14.9% | +112.7% | -97.7% | -3.5% |
| 10Y | +334.0% | +316.4% | +17.5% | +217.0% |
| All | +14,784.9% | +72,843.6% | -58,058.7% | +5,971.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling