+63.7%
SE vs USFD
+156.3%
-92.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -23.6% |
| 3M | -38.9% | -1.5% | -37.4% | -38.7% |
| 6M | -19.4% | +27.3% | -46.8% | -26.3% |
| YTD | -40.9% | +44.0% | -84.9% | -50.2% |
| 1Y | -46.2% | +50.4% | -96.5% | -55.7% |
| 3Y | +63.7% | +153.6% | -89.8% | +41.1% |
| All | +63.7% | +156.3% | -92.5% | +41.1% |
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 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