+5,078.3%
SHOP vs USFD
+340.6%
+4,737.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.8% | -3.3% | -5.1% |
| 7D | -13.9% | +3.9% | -17.8% | -14.8% |
| 30D | -12.6% | +10.7% | -23.3% | -15.4% |
| 3M | -0.3% | +6.3% | -6.7% | -2.4% |
| 6M | +33.6% | +16.2% | +17.3% | +26.6% |
| YTD | -10.7% | +41.9% | -52.6% | -22.1% |
| 1Y | -11.8% | +44.2% | -56.0% | -23.5% |
| 3Y | +133.9% | +159.8% | -25.9% | +69.8% |
| 5Y | -5.9% | +177.1% | -183.0% | -33.2% |
| 10Y | +3,571.8% | +376.2% | +3,195.6% | +2,389.4% |
| All | +5,078.3% | +340.6% | +4,737.7% | +3,512.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling