+203.1%
SIMO vs USFD
+159.7%
+43.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.8% | -11.6% | -13.8% |
| 7D | -31.4% | +3.9% | -35.3% | -32.1% |
| 30D | -45.2% | +10.7% | -55.9% | -46.9% |
| 3M | -36.5% | +6.3% | -42.8% | -37.9% |
| 6M | -34.2% | +16.2% | -50.4% | -38.4% |
| YTD | +69.9% | +41.9% | +28.0% | +41.7% |
| 1Y | +60.4% | +44.2% | +16.2% | +32.1% |
| All | +203.1% | +159.7% | +43.5% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling