+3,663.5%
SHOP vs USFD
+375.5%
+3,288.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -16.7% | +12.3% | -29.1% | -19.8% |
| 3M | -2.2% | -0.7% | -1.5% | -2.0% |
| 6M | +45.6% | +31.3% | +14.3% | +32.8% |
| YTD | -7.3% | +45.7% | -53.0% | -19.8% |
| 1Y | -6.1% | +52.1% | -58.2% | -20.0% |
| 3Y | +143.3% | +158.2% | -14.9% | +77.1% |
| 5Y | +0.2% | +213.8% | -213.6% | -30.5% |
| 10Y | +3,663.5% | +367.0% | +3,296.5% | +2,881.4% |
| All | +3,663.5% | +375.5% | +3,288.0% | +2,881.4% |
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 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