+5,696.0%
ROST vs SNY
+241.9%
+5,454.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.1% | +2.2% | +2.3% |
| 7D | +0.2% | -3.3% | +3.5% | +1.3% |
| 30D | -6.9% | -2.2% | -4.7% | -6.2% |
| 3M | -3.3% | -3.0% | -0.3% | -2.6% |
| 6M | +9.0% | +2.7% | +6.3% | +7.8% |
| YTD | +28.9% | -6.8% | +35.7% | +31.1% |
| 1Y | +54.0% | -5.3% | +59.2% | +55.4% |
| 3Y | +100.7% | -9.8% | +110.5% | +100.2% |
| 5Y | +116.0% | +9.7% | +106.4% | +97.9% |
| 10Y | +318.4% | +64.5% | +253.9% | +227.0% |
| All | +5,696.0% | +241.9% | +5,454.0% | +2,858.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling