+250.7%
SAP vs USFD
+340.6%
-90.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.1% |
| 7D | +4.0% | +3.9% | +0.1% | +3.0% |
| 30D | +15.7% | +10.7% | +5.0% | +12.8% |
| 3M | +23.4% | +6.3% | +17.1% | +21.3% |
| 6M | +41.3% | +16.2% | +25.0% | +35.6% |
| YTD | +2.0% | +41.9% | -39.9% | -7.5% |
| 1Y | -5.1% | +44.2% | -49.3% | -14.4% |
| 3Y | +82.1% | +159.8% | -77.6% | +41.7% |
| 5Y | +77.2% | +177.1% | -99.9% | +33.3% |
| 10Y | +233.6% | +376.2% | -142.5% | +113.2% |
| All | +250.7% | +340.6% | -90.0% | +128.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling