-40.9%
SE vs USFD
+34.2%
-75.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -6.1% | -3.0% | -3.1% | -5.8% |
| 30D | -2.5% | +3.5% | -6.0% | -2.4% |
| 3M | +21.7% | +26.6% | -4.9% | +20.2% |
| 6M | +27.0% | +11.7% | +15.3% | +26.5% |
| YTD | -12.1% | +38.1% | -50.3% | -16.4% |
| 1Y | -40.9% | +33.4% | -74.3% | -44.9% |
| All | -40.9% | +34.2% | -75.1% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling