+270.1%
SIMO vs USFD
+215.8%
+54.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.4% | +9.1% | +8.8% |
| 7D | +4.2% | -3.0% | +7.2% | +5.1% |
| 30D | +4.1% | +3.5% | +0.6% | +3.0% |
| 3M | -12.9% | +26.6% | -39.4% | -19.7% |
| 6M | +110.3% | +11.7% | +98.6% | +101.5% |
| YTD | +178.6% | +38.1% | +140.4% | +146.8% |
| 1Y | +220.0% | +33.4% | +186.6% | +186.2% |
| 3Y | +409.0% | +155.8% | +253.2% | +277.2% |
| All | +270.1% | +215.8% | +54.2% | +151.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling