+100.4%
SIMO vs USFD
+51.3%
+49.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.6% |
| 7D | +0.9% | -0.2% | +1.1% | +0.8% |
| 30D | -25.4% | +12.3% | -37.7% | -23.9% |
| 3M | -17.8% | -0.7% | -17.1% | -16.5% |
| 6M | -29.6% | +31.3% | -60.8% | -29.6% |
| YTD | +100.3% | +45.7% | +54.6% | +99.2% |
| 1Y | +100.4% | +52.1% | +48.2% | +95.3% |
| All | +100.4% | +51.3% | +49.1% | +95.3% |
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