-6.4%
SAP vs USFD
+46.1%
-52.6%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -0.7% | +3.0% | -3.6% | -0.9% |
| 30D | +11.1% | +11.1% | 0.0% | +10.7% |
| 3M | +17.0% | -0.3% | +17.3% | +16.6% |
| 6M | +34.8% | +15.9% | +19.0% | +37.0% |
| YTD | -2.2% | +41.6% | -43.8% | +0.6% |
| 1Y | -6.4% | +49.4% | -55.8% | -4.3% |
| All | -6.4% | +46.1% | -52.6% | -4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling