+372.3%
SE vs USFD
+299.7%
+72.6%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | 0.0% | +8.4% | -8.3% | -2.4% |
| 30D | -19.4% | +12.7% | -32.1% | -22.4% |
| 3M | -33.1% | +1.1% | -34.2% | -33.4% |
| 6M | -11.4% | +30.2% | -41.6% | -18.8% |
| YTD | -39.8% | +45.8% | -85.6% | -47.3% |
| 1Y | -50.5% | +51.9% | -102.4% | -57.2% |
| 3Y | +68.9% | +158.5% | -89.6% | +23.4% |
| 5Y | -77.1% | +208.0% | -285.1% | -83.9% |
| All | +372.3% | +299.7% | +72.6% | +196.8% |
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