+78.8%
SE vs USFD
+167.5%
-88.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.1% | -0.1% | +1.9% |
| 7D | +3.3% | +3.9% | -0.6% | +1.9% |
| 30D | -18.2% | +12.8% | -31.0% | -21.6% |
| 3M | -31.3% | +1.0% | -32.2% | -31.6% |
| 6M | -10.1% | +30.3% | -40.4% | -18.5% |
| YTD | -38.9% | +46.0% | -84.9% | -48.8% |
| 1Y | -48.0% | +49.6% | -97.6% | -57.1% |
| 3Y | +78.8% | +166.3% | -87.5% | +46.0% |
| All | +78.8% | +167.5% | -88.7% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling