+828.4%
SPYM vs ROST
+4,327.5%
-3,499.1%
-54.5%
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% | -0.2% |
| 7D | +0.1% | +0.9% | -0.8% | -0.2% |
| 30D | +0.1% | -8.9% | +9.0% | +2.9% |
| 3M | +2.0% | -0.8% | +2.9% | +1.9% |
| 6M | +13.1% | +8.5% | +4.6% | +9.5% |
| YTD | +13.6% | +28.6% | -15.0% | +4.1% |
| 1Y | +20.1% | +52.3% | -32.3% | +4.0% |
| 3Y | +77.6% | +94.8% | -17.3% | +40.7% |
| 5Y | +82.5% | +110.8% | -28.2% | +37.2% |
| 10Y | +317.6% | +304.5% | +13.1% | +145.2% |
| All | +828.4% | +4,327.5% | -3,499.1% | +157.2% |
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