+407.7%
SGI vs USFD
+329.0%
+78.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | +8.5% | -3.0% | +11.6% | +10.3% |
| 30D | +0.7% | +3.5% | -2.9% | -1.9% |
| 3M | +0.6% | +26.6% | -26.0% | -13.0% |
| 6M | -17.9% | +11.7% | -29.6% | -23.6% |
| YTD | -21.2% | +38.1% | -59.3% | -36.1% |
| 1Y | -18.9% | +33.4% | -52.2% | -33.3% |
| 3Y | +52.6% | +155.8% | -103.2% | -15.7% |
| 5Y | +60.7% | +214.0% | -153.3% | -22.9% |
| 10Y | +278.1% | +320.4% | -42.3% | +12.1% |
| All | +407.7% | +329.0% | +78.7% | +50.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling