+82.7%
SAP vs USFD
+159.7%
-77.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.2% |
| 7D | +4.0% | +3.9% | +0.1% | +2.9% |
| 30D | +15.7% | +10.7% | +5.0% | +12.6% |
| 3M | +23.4% | +6.3% | +17.1% | +21.1% |
| 6M | +41.3% | +16.2% | +25.0% | +35.8% |
| YTD | +2.0% | +41.9% | -39.9% | -10.0% |
| 1Y | -5.1% | +44.2% | -49.3% | -17.0% |
| All | +82.7% | +159.7% | -77.0% | +32.3% |
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 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