-68.1%
SE vs USFD
+215.8%
-283.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.6% |
| 7D | -6.1% | -3.0% | -3.1% | -4.1% |
| 30D | -2.5% | +3.5% | -6.0% | -4.9% |
| 3M | +21.7% | +26.6% | -4.9% | +1.8% |
| 6M | +27.0% | +11.7% | +15.3% | +15.4% |
| YTD | -12.1% | +38.1% | -50.3% | -34.1% |
| 1Y | -40.9% | +33.4% | -74.3% | -54.7% |
| 3Y | +191.0% | +155.8% | +35.2% | +21.4% |
| All | -68.1% | +215.8% | -283.9% | -87.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling