-19.5%
SAP vs USFD
+34.2%
-53.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -2.9% | -3.0% | +0.1% | -2.8% |
| 30D | +9.0% | +3.5% | +5.5% | +8.8% |
| 3M | +14.9% | +26.6% | -11.6% | +16.2% |
| 6M | +11.9% | +11.7% | +0.2% | +13.3% |
| YTD | -9.9% | +38.1% | -48.0% | -10.6% |
| 1Y | -19.5% | +33.4% | -52.9% | -19.4% |
| All | -19.5% | +34.2% | -53.8% | -19.4% |
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