+59.5%
SGI vs USFD
+188.8%
-129.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.8% | 0.0% | -1.2% |
| 7D | +5.3% | +3.9% | +1.4% | +3.1% |
| 30D | +8.2% | +10.7% | -2.5% | +2.4% |
| 3M | -2.2% | +6.3% | -8.5% | -6.2% |
| 6M | -8.4% | +16.2% | -24.7% | -16.8% |
| YTD | -23.4% | +41.9% | -65.3% | -39.3% |
| 1Y | -14.0% | +44.2% | -58.2% | -32.9% |
| 3Y | +78.8% | +159.8% | -81.0% | -7.7% |
| All | +59.5% | +188.8% | -129.3% | -26.4% |
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