-4.6%
SHOP vs USFD
+46.1%
-50.7%
-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% | -5.6% |
| 30D | -10.3% | +11.1% | -21.4% | -10.4% |
| 3M | +1.0% | -0.3% | +1.3% | +0.4% |
| 6M | +41.2% | +15.9% | +25.3% | +44.6% |
| YTD | -7.5% | +41.6% | -49.1% | -10.9% |
| 1Y | -4.6% | +49.4% | -54.0% | -10.4% |
| All | -4.6% | +46.1% | -50.7% | -10.4% |
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 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