+220.0%
SIMO vs USFD
+34.2%
+185.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.7% |
| 7D | +4.2% | -3.0% | +7.2% | +4.2% |
| 30D | +4.1% | +3.5% | +0.6% | +4.1% |
| 3M | -12.9% | +26.6% | -39.4% | -15.0% |
| 6M | +110.3% | +11.7% | +98.6% | +109.3% |
| YTD | +178.6% | +38.1% | +140.4% | +169.9% |
| 1Y | +220.0% | +33.4% | +186.6% | +210.8% |
| All | +220.0% | +34.2% | +185.8% | +210.8% |
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