+5,126.6%
SHOP vs USFD
+329.0%
+4,797.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | -5.1% | -3.0% | -2.1% | -4.2% |
| 30D | +0.6% | +3.5% | -2.9% | -0.6% |
| 3M | +25.0% | +26.6% | -1.5% | +15.5% |
| 6M | +11.9% | +11.7% | +0.2% | +7.1% |
| YTD | -9.9% | +38.1% | -48.0% | -20.8% |
| 1Y | 0.0% | +33.4% | -33.4% | -11.2% |
| 3Y | +117.5% | +155.8% | -38.3% | +58.7% |
| 5Y | -6.6% | +214.0% | -220.7% | -34.8% |
| 10Y | +3,320.3% | +320.4% | +3,000.0% | +2,304.8% |
| All | +5,126.6% | +329.0% | +4,797.6% | +3,575.9% |
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 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