+515.5%
SIMO vs USFD
+321.9%
+193.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.8% |
| 7D | +4.2% | -3.0% | +7.2% | +4.9% |
| 30D | +4.1% | +3.5% | +0.6% | +3.3% |
| 3M | -12.9% | +26.6% | -39.4% | -17.9% |
| 6M | +110.3% | +11.7% | +98.6% | +103.8% |
| YTD | +178.6% | +38.1% | +140.4% | +155.9% |
| 1Y | +220.0% | +33.4% | +186.6% | +195.9% |
| 3Y | +409.0% | +155.8% | +253.2% | +309.0% |
| 5Y | +277.3% | +214.0% | +63.3% | +185.6% |
| All | +515.5% | +321.9% | +193.6% | +331.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling