+70,808.4%
ROST vs SYY
+4,458.5%
+66,349.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.8% | +0.1% |
| 7D | +0.9% | -2.3% | +3.2% | +1.9% |
| 30D | -8.9% | -4.9% | -4.0% | -7.0% |
| 3M | -0.8% | +8.4% | -9.2% | -4.2% |
| 6M | +8.5% | -7.4% | +15.8% | +10.9% |
| YTD | +28.6% | +11.0% | +17.6% | +21.3% |
| 1Y | +52.3% | -0.2% | +52.6% | +50.1% |
| 3Y | +94.8% | +23.8% | +71.1% | +73.1% |
| 5Y | +110.8% | +18.1% | +92.6% | +91.4% |
| 10Y | +304.5% | +94.6% | +209.9% | +191.4% |
| All | +70,808.4% | +4,458.5% | +66,349.9% | +14,974.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling