+100.7%
ROST vs SNY
-9.6%
+110.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.2% | -3.3% | +3.5% | +0.7% |
| 30D | -6.9% | -2.2% | -4.7% | -6.6% |
| 3M | -3.3% | -3.0% | -0.3% | -2.9% |
| 6M | +9.0% | +2.7% | +6.3% | +8.7% |
| YTD | +28.9% | -6.8% | +35.7% | +29.8% |
| 1Y | +54.0% | -5.3% | +59.2% | +54.7% |
| 3Y | +100.7% | -9.8% | +110.5% | +101.2% |
| All | +100.7% | -9.6% | +110.3% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling