+41.4%
SGI vs USFD
+215.4%
-174.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -5.3% | +1.7% | -7.0% | -6.2% |
| 30D | -2.1% | +10.2% | -12.2% | -7.1% |
| 3M | -8.2% | -1.5% | -6.7% | -7.6% |
| 6M | -4.6% | +27.3% | -31.9% | -18.0% |
| YTD | -31.5% | +44.0% | -75.4% | -46.2% |
| 1Y | -30.8% | +50.4% | -81.2% | -47.3% |
| 3Y | +67.2% | +153.6% | -86.4% | -12.6% |
| All | +41.4% | +215.4% | -174.1% | -36.9% |
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