+308.5%
ROST vs SYF
+257.7%
+50.8%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.1% |
| 7D | -2.2% | -1.3% | -0.9% | -1.7% |
| 30D | -11.4% | -1.1% | -10.4% | -11.1% |
| 3M | -1.6% | +7.4% | -9.0% | -5.1% |
| 6M | +6.8% | +16.2% | -9.4% | -0.4% |
| YTD | +25.8% | -6.1% | +31.9% | +26.9% |
| 1Y | +52.4% | +3.4% | +49.0% | +47.3% |
| 3Y | +94.4% | +162.9% | -68.5% | +16.5% |
| 5Y | +108.2% | +85.6% | +22.6% | +40.9% |
| 10Y | +308.5% | +262.7% | +45.7% | +84.4% |
| All | +308.5% | +257.7% | +50.8% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 10y: compounded portfolio wealth divided by compounded SYF 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…
10y analysis · Full analysis span regression · 6 months rolling