-11.2%
SHOP vs USFD
+215.4%
-226.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.1% |
| 7D | -1.2% | +1.7% | -2.9% | -2.5% |
| 30D | -14.7% | +10.2% | -24.9% | -21.1% |
| 3M | -7.2% | -1.5% | -5.7% | -6.3% |
| 6M | +54.2% | +27.3% | +26.8% | +24.8% |
| YTD | -8.6% | +44.0% | -52.6% | -38.4% |
| 1Y | +0.5% | +50.4% | -49.8% | -35.3% |
| 3Y | +135.9% | +153.6% | -17.6% | -10.9% |
| All | -11.2% | +215.4% | -226.6% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling