+3,608.8%
SHOP vs USFD
+369.7%
+3,239.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -5.4% | +3.0% | -8.4% | -6.2% |
| 30D | -10.3% | +11.1% | -21.4% | -13.3% |
| 3M | +1.0% | -0.3% | +1.3% | +1.1% |
| 6M | +41.2% | +15.9% | +25.3% | +34.0% |
| YTD | -7.5% | +41.6% | -49.1% | -19.3% |
| 1Y | -4.6% | +49.4% | -54.0% | -18.3% |
| 3Y | +146.4% | +157.8% | -11.4% | +79.5% |
| 5Y | -2.5% | +176.6% | -179.2% | -30.8% |
| All | +3,608.8% | +369.7% | +3,239.1% | +2,799.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling