+3,094.0%
SPY vs ROST
+45,169.2%
-42,075.1%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | +0.9% | -0.8% | -0.1% |
| 30D | +0.1% | -8.9% | +8.9% | +2.1% |
| 3M | +2.0% | -0.8% | +2.8% | +1.9% |
| 6M | +13.0% | +8.5% | +4.5% | +10.4% |
| YTD | +13.5% | +28.6% | -15.0% | +6.6% |
| 1Y | +20.0% | +52.3% | -32.4% | +8.2% |
| 3Y | +77.2% | +94.8% | -17.7% | +50.2% |
| 5Y | +81.9% | +110.8% | -28.9% | +48.7% |
| 10Y | +314.1% | +304.5% | +9.5% | +187.2% |
| All | +3,094.0% | +45,169.2% | -42,075.1% | +1,036.8% |
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