+96.0%
ROST vs SYY
+26.6%
+69.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.2% | -3.9% | -2.3% |
| 7D | -2.2% | -0.2% | -2.0% | -2.2% |
| 30D | -11.4% | -2.7% | -8.7% | -10.8% |
| 3M | -1.6% | +5.9% | -7.5% | -3.2% |
| 6M | +6.8% | -2.3% | +9.2% | +6.8% |
| YTD | +25.8% | +13.1% | +12.7% | +20.0% |
| 1Y | +52.4% | +3.8% | +48.7% | +49.5% |
| All | +96.0% | +26.6% | +69.4% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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