+41.3%
SAP vs USFD
+16.9%
+24.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +1.9% |
| 7D | +4.0% | +3.9% | +0.1% | +3.3% |
| 30D | +15.7% | +10.7% | +5.0% | +14.1% |
| 3M | +23.4% | +6.3% | +17.1% | +22.2% |
| 6M | +41.3% | +16.2% | +25.0% | +47.7% |
| All | +41.3% | +16.9% | +24.4% | +47.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling