+358.8%
SIMO vs USFD
+340.6%
+18.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -2.8% | -11.6% | -13.8% |
| 7D | -31.4% | +3.9% | -35.3% | -32.2% |
| 30D | -45.2% | +10.7% | -55.9% | -46.6% |
| 3M | -36.5% | +6.3% | -42.8% | -37.7% |
| 6M | -34.2% | +16.2% | -50.4% | -37.1% |
| YTD | +69.9% | +41.9% | +28.0% | +54.3% |
| 1Y | +60.4% | +44.2% | +16.2% | +45.0% |
| 3Y | +203.1% | +159.8% | +43.3% | +141.5% |
| 5Y | +145.4% | +177.1% | -31.7% | +89.5% |
| 10Y | +368.9% | +376.2% | -7.3% | +199.9% |
| All | +358.8% | +340.6% | +18.2% | +205.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling