+61.5%
SGI vs USFD
+215.8%
-154.3%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +8.5% | -3.0% | +11.6% | +10.2% |
| 30D | +0.7% | +3.5% | -2.9% | -1.8% |
| 3M | +0.6% | +26.6% | -26.0% | -12.8% |
| 6M | -17.9% | +11.7% | -29.6% | -23.5% |
| YTD | -21.2% | +38.1% | -59.3% | -36.0% |
| 1Y | -18.9% | +33.4% | -52.2% | -33.1% |
| 3Y | +52.6% | +155.8% | -103.2% | -18.3% |
| All | +61.5% | +215.8% | -154.3% | -27.0% |
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