+309.3%
SPY vs ROST
+310.3%
-1.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.2% |
| 7D | +3.3% | +0.9% | +2.4% | +3.0% |
| 30D | -2.7% | +5.1% | -7.8% | -4.3% |
| 3M | -1.7% | -4.3% | +2.5% | -0.6% |
| 6M | +3.1% | +9.4% | -6.3% | -0.7% |
| YTD | +11.9% | +32.5% | -20.6% | +0.9% |
| 1Y | +12.0% | +46.9% | -34.9% | -2.6% |
| 3Y | +78.2% | +98.1% | -19.9% | +38.4% |
| 5Y | +73.2% | +116.9% | -43.7% | +26.8% |
| All | +309.3% | +310.3% | -1.0% | +153.3% |
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 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