+112.0%
ROST vs SYY
+15.0%
+96.9%
-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% | -3.5% | -2.9% |
| 7D | +0.3% | +0.3% | -0.1% | +0.1% |
| 30D | +0.5% | -4.8% | +5.3% | +2.4% |
| 3M | -5.2% | -7.1% | +1.8% | -2.4% |
| 6M | +9.8% | +6.8% | +3.0% | +5.6% |
| YTD | +29.4% | +7.7% | +21.7% | +21.1% |
| 1Y | +44.4% | +5.7% | +38.7% | +36.5% |
| 3Y | +95.0% | +24.6% | +70.4% | +60.3% |
| All | +112.0% | +15.0% | +96.9% | +83.5% |
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