+82.6%
SPYM vs ROST
+107.5%
-24.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -2.0% | -2.5% | +0.5% | -1.2% |
| 30D | -1.6% | -10.3% | +8.7% | +1.5% |
| 3M | +4.7% | -2.6% | +7.3% | +5.2% |
| 6M | +12.6% | +6.5% | +6.0% | +9.6% |
| YTD | +11.8% | +25.9% | -14.1% | +3.0% |
| 1Y | +17.5% | +52.3% | -34.8% | +1.7% |
| 3Y | +77.0% | +94.6% | -17.6% | +39.5% |
| 5Y | +82.6% | +111.1% | -28.5% | +35.0% |
| All | +82.6% | +107.5% | -24.9% | +35.0% |
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