+355.0%
SE vs USFD
+299.4%
+55.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | -7.7% | -0.2% | -7.6% | -7.6% |
| 30D | -22.8% | +12.3% | -35.2% | -25.7% |
| 3M | -43.7% | -0.7% | -43.0% | -43.7% |
| 6M | -12.8% | +31.3% | -44.1% | -20.3% |
| YTD | -42.0% | +45.7% | -87.7% | -49.2% |
| 1Y | -48.0% | +52.1% | -100.1% | -55.1% |
| 3Y | +62.7% | +158.2% | -95.5% | +18.9% |
| 5Y | -77.8% | +213.8% | -291.6% | -84.5% |
| All | +355.0% | +299.4% | +55.7% | +186.1% |
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