+43.3%
SHEL vs USFD
+49.6%
-6.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.5% | -10.7% | -2.2% |
| 7D | -3.2% | +7.8% | -11.0% | -3.1% |
| 30D | +5.5% | +16.2% | -10.6% | +5.5% |
| 3M | +14.4% | +11.0% | +3.4% | +14.4% |
| 6M | +16.2% | +20.7% | -4.6% | +16.4% |
| YTD | +42.4% | +46.0% | -3.5% | +39.1% |
| 1Y | +43.3% | +49.8% | -6.5% | +39.9% |
| All | +43.3% | +49.6% | -6.3% | +39.9% |
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 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