+13,845.6%
SPGI vs ROST
+70,186.3%
-56,340.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.5% |
| 7D | +0.1% | +0.9% | -0.8% | 0.0% |
| 30D | +8.4% | -8.9% | +17.3% | +10.3% |
| 3M | +11.8% | -0.8% | +12.7% | +11.8% |
| 6M | +5.7% | +8.5% | -2.8% | +3.6% |
| YTD | -9.7% | +28.6% | -38.3% | -14.4% |
| 1Y | -12.5% | +52.3% | -64.8% | -19.8% |
| 3Y | +21.8% | +94.8% | -73.0% | +5.8% |
| 5Y | +8.2% | +110.8% | -102.6% | -9.0% |
| 10Y | +309.5% | +304.5% | +5.0% | +201.1% |
| All | +13,845.6% | +70,186.3% | -56,340.6% | +5,632.9% |
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