+365.1%
SE vs USFD
+288.8%
+76.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.8% | -2.9% | -4.8% |
| 7D | -1.2% | +3.9% | -5.1% | -2.4% |
| 30D | -21.7% | +10.7% | -32.3% | -24.2% |
| 3M | -34.2% | +6.3% | -40.5% | -35.6% |
| 6M | -10.5% | +16.2% | -26.7% | -15.1% |
| YTD | -40.7% | +41.9% | -82.6% | -47.7% |
| 1Y | -52.1% | +44.2% | -96.3% | -58.0% |
| 3Y | +68.9% | +159.8% | -90.9% | +23.2% |
| 5Y | -78.9% | +177.1% | -256.0% | -84.9% |
| All | +365.1% | +288.8% | +76.3% | +194.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling