+114.6%
ROST vs SYY
+23.4%
+91.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.2% | +1.8% |
| 7D | +0.2% | +3.9% | -3.7% | -1.6% |
| 30D | -6.9% | -1.7% | -5.1% | -6.1% |
| 3M | -3.3% | +5.2% | -8.5% | -5.8% |
| 6M | +9.0% | -0.2% | +9.2% | +8.0% |
| YTD | +28.9% | +15.4% | +13.5% | +17.3% |
| 1Y | +54.0% | +5.6% | +48.4% | +47.1% |
| 3Y | +100.7% | +28.9% | +71.8% | +64.7% |
| All | +114.6% | +23.4% | +91.2% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling