+363.5%
SE vs USFD
+294.7%
+68.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -0.5% | +1.7% | -2.2% | -1.0% |
| 30D | -20.9% | +10.2% | -31.1% | -23.4% |
| 3M | -38.9% | -1.5% | -37.4% | -38.7% |
| 6M | -19.4% | +27.3% | -46.8% | -25.7% |
| YTD | -40.9% | +44.0% | -84.9% | -48.1% |
| 1Y | -46.2% | +50.4% | -96.5% | -53.4% |
| 3Y | +63.7% | +153.6% | -89.8% | +20.3% |
| 5Y | -77.9% | +219.0% | -296.9% | -84.6% |
| All | +363.5% | +294.7% | +68.8% | +192.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling