+209.7%
SAP vs USFD
+329.0%
-119.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.9% | -3.0% | +0.1% | -2.2% |
| 30D | +9.0% | +3.5% | +5.5% | +8.0% |
| 3M | +14.9% | +26.6% | -11.6% | +8.5% |
| 6M | +11.9% | +11.7% | +0.2% | +8.4% |
| YTD | -9.9% | +38.1% | -48.0% | -17.6% |
| 1Y | -19.5% | +33.4% | -52.9% | -25.9% |
| 3Y | +61.8% | +155.8% | -94.0% | +26.4% |
| 5Y | +56.2% | +214.0% | -157.9% | +14.7% |
| 10Y | +180.6% | +320.4% | -139.8% | +85.0% |
| All | +209.7% | +329.0% | -119.3% | +103.3% |
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