+811.4%
SPYM vs ROST
+4,355.1%
-3,543.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +1.9% | +0.3% |
| 7D | +2.6% | +0.3% | +2.3% | +2.5% |
| 30D | -2.0% | +0.5% | -2.5% | -2.2% |
| 3M | -2.8% | -5.2% | +2.5% | -1.4% |
| 6M | +2.2% | +9.8% | -7.7% | -1.5% |
| YTD | +11.5% | +29.4% | -17.8% | +1.8% |
| 1Y | +13.5% | +44.4% | -30.8% | -0.1% |
| 3Y | +78.0% | +95.0% | -17.0% | +40.9% |
| 5Y | +73.1% | +111.9% | -38.7% | +29.8% |
| 10Y | +310.9% | +301.2% | +9.6% | +141.4% |
| All | +811.4% | +4,355.1% | -3,543.7% | +151.6% |
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