+3,647.2%
SHOP vs USFD
+368.6%
+3,278.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +3.1% | -1.0% | +1.1% |
| 7D | -2.7% | +3.9% | -6.6% | -3.7% |
| 30D | -11.0% | +12.8% | -23.8% | -14.4% |
| 3M | +0.3% | +1.0% | -0.7% | 0.0% |
| 6M | +37.7% | +30.3% | +7.5% | +26.0% |
| YTD | -5.5% | +46.0% | -51.5% | -18.4% |
| 1Y | -0.2% | +49.6% | -49.8% | -14.5% |
| 3Y | +151.9% | +166.3% | -14.4% | +81.6% |
| 5Y | -2.2% | +208.4% | -210.6% | -31.9% |
| 10Y | +3,647.2% | +371.2% | +3,275.9% | +2,858.3% |
| All | +3,647.2% | +368.6% | +3,278.5% | +2,858.3% |
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