+229.3%
SAP vs USFD
+375.5%
-146.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.2% | +0.2% |
| 7D | -2.5% | -0.2% | -2.3% | -2.5% |
| 30D | +7.5% | +12.3% | -4.9% | +4.4% |
| 3M | +11.6% | -0.7% | +12.3% | +11.6% |
| 6M | +37.6% | +31.3% | +6.4% | +28.4% |
| YTD | -2.0% | +45.7% | -47.7% | -11.7% |
| 1Y | -6.4% | +52.1% | -58.5% | -16.6% |
| 3Y | +67.7% | +158.2% | -90.5% | +30.8% |
| 5Y | +75.7% | +213.8% | -138.0% | +29.0% |
| 10Y | +229.3% | +367.0% | -137.7% | +116.3% |
| All | +229.3% | +375.5% | -146.2% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling