+705.0%
ROST vs SYF
+340.9%
+364.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | +0.9% | +2.4% | -1.5% | 0.0% |
| 30D | -8.9% | +0.8% | -9.7% | -9.2% |
| 3M | -0.8% | +13.4% | -14.2% | -6.3% |
| 6M | +8.5% | +16.3% | -7.9% | +1.3% |
| YTD | +28.6% | -3.0% | +31.6% | +28.1% |
| 1Y | +52.3% | +5.7% | +46.6% | +46.1% |
| 3Y | +94.8% | +160.1% | -65.3% | +20.0% |
| 5Y | +110.8% | +88.5% | +22.3% | +44.2% |
| 10Y | +304.5% | +263.1% | +41.5% | +85.5% |
| All | +705.0% | +340.9% | +364.1% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling