+80.7%
SAP vs USFD
+215.4%
-134.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +0.6% | +1.7% | -1.0% | +0.1% |
| 30D | +6.5% | +10.2% | -3.6% | +3.0% |
| 3M | +12.2% | -1.5% | +13.7% | +12.5% |
| 6M | +46.1% | +27.3% | +18.7% | +33.8% |
| YTD | -1.6% | +44.0% | -45.6% | -15.5% |
| 1Y | -5.1% | +50.4% | -55.5% | -20.2% |
| 3Y | +68.4% | +153.6% | -85.2% | +13.4% |
| All | +80.7% | +215.4% | -134.7% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling