+384.8%
SIMO vs USFD
+369.7%
+15.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.3% | +4.2% |
| 7D | -22.0% | +3.0% | -24.9% | -22.7% |
| 30D | -43.0% | +11.1% | -54.1% | -44.6% |
| 3M | -39.1% | -0.3% | -38.9% | -39.5% |
| 6M | -33.3% | +15.9% | -49.2% | -36.2% |
| YTD | +77.0% | +41.6% | +35.3% | +60.8% |
| 1Y | +73.0% | +49.4% | +23.6% | +55.1% |
| 3Y | +215.7% | +157.8% | +57.9% | +152.1% |
| 5Y | +155.6% | +176.6% | -21.0% | +97.6% |
| All | +384.8% | +369.7% | +15.1% | +222.2% |
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