-6.3%
SHOP vs USFD
+45.3%
-51.5%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.6% |
| 7D | -5.4% | +3.0% | -8.4% | -5.7% |
| 30D | -10.3% | +11.1% | -21.4% | -10.6% |
| 3M | +1.0% | -0.3% | +1.3% | +0.4% |
| 6M | +41.2% | +15.9% | +25.3% | +44.3% |
| YTD | -7.5% | +41.6% | -49.1% | -13.4% |
| All | -6.3% | +45.3% | -51.5% | -14.8% |
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