+227.4%
SIMO vs USFD
+167.5%
+59.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.1% | +2.6% | +5.0% |
| 7D | -8.2% | +3.9% | -12.1% | -8.9% |
| 30D | -34.6% | +12.8% | -47.5% | -36.9% |
| 3M | -32.6% | +1.0% | -33.6% | -32.8% |
| 6M | -31.8% | +30.3% | -62.1% | -38.9% |
| YTD | +87.6% | +46.0% | +41.7% | +55.5% |
| 1Y | +86.7% | +49.6% | +37.1% | +52.1% |
| 3Y | +227.4% | +166.3% | +61.2% | +111.9% |
| All | +227.4% | +167.5% | +59.9% | +111.9% |
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