-78.0%
SE vs USFD
+188.3%
-266.3%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.0% | +3.0% | -0.9% | -0.3% |
| 30D | -20.0% | +11.1% | -31.1% | -26.0% |
| 3M | -31.8% | -0.3% | -31.5% | -31.9% |
| 6M | -15.9% | +15.9% | -31.8% | -25.8% |
| YTD | -40.6% | +41.6% | -82.3% | -57.0% |
| 1Y | -50.7% | +49.4% | -100.1% | -66.0% |
| 3Y | +70.3% | +157.8% | -87.5% | -32.0% |
| All | -78.0% | +188.3% | -266.3% | -92.4% |
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