+75.1%
SAP vs USFD
+159.2%
-84.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -4.0% | -4.1% |
| 7D | -0.7% | +3.0% | -3.6% | -1.5% |
| 30D | +11.1% | +11.1% | 0.0% | +8.0% |
| 3M | +17.0% | -0.3% | +17.3% | +16.9% |
| 6M | +34.8% | +15.9% | +19.0% | +29.8% |
| YTD | -2.2% | +41.6% | -43.8% | -13.6% |
| 1Y | -6.4% | +49.4% | -55.8% | -19.5% |
| 3Y | +75.1% | +157.8% | -82.7% | +26.9% |
| All | +75.1% | +159.2% | -84.1% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling