+100.5%
SIMO vs USFD
+49.6%
+50.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +8.5% | -18.0% | -7.9% |
| 7D | -16.9% | +7.8% | -24.7% | -15.5% |
| 30D | -35.4% | +16.2% | -51.5% | -34.1% |
| 3M | -31.9% | +11.0% | -42.9% | -30.7% |
| 6M | -19.3% | +20.7% | -40.0% | -18.4% |
| YTD | +98.5% | +46.0% | +52.5% | +94.2% |
| 1Y | +100.5% | +49.8% | +50.7% | +93.3% |
| All | +100.5% | +49.6% | +50.9% | +93.3% |
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