-23.0%
SGI vs USFD
+46.4%
-69.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -2.0% |
| 7D | +5.3% | +3.9% | +1.4% | +4.2% |
| 30D | +8.2% | +10.7% | -2.5% | +5.7% |
| 3M | -2.2% | +6.3% | -8.5% | -4.1% |
| 6M | -8.4% | +16.2% | -24.7% | -12.5% |
| YTD | -23.4% | +41.9% | -65.3% | -28.6% |
| All | -23.0% | +46.4% | -69.4% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling