+120.5%
SHOP vs USFD
+156.9%
-36.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -5.1% | -3.0% | -2.1% | -3.7% |
| 30D | +0.6% | +3.5% | -2.9% | -1.4% |
| 3M | +25.0% | +26.6% | -1.5% | +10.3% |
| 6M | +11.9% | +11.7% | +0.2% | +4.6% |
| YTD | -9.9% | +38.1% | -48.0% | -30.8% |
| 1Y | 0.0% | +33.4% | -33.4% | -21.3% |
| All | +120.5% | +156.9% | -36.4% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling