+388.8%
SGI vs USFD
+369.7%
+19.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.4% |
| 7D | +1.0% | +3.0% | -2.0% | -0.7% |
| 30D | +3.9% | +11.1% | -7.2% | -2.0% |
| 3M | -0.8% | -0.3% | -0.5% | -1.0% |
| 6M | -18.0% | +15.9% | -33.8% | -25.4% |
| YTD | -27.6% | +41.6% | -69.2% | -42.3% |
| 1Y | -27.2% | +49.4% | -76.6% | -44.0% |
| 3Y | +76.0% | +157.8% | -81.9% | -3.6% |
| 5Y | +50.0% | +176.6% | -126.7% | -22.7% |
| All | +388.8% | +369.7% | +19.1% | +40.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling