-14.2%
SLB vs USFD
+375.5%
-389.7%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | +4.5% | +12.3% | -7.8% | -1.1% |
| 3M | -4.6% | -0.7% | -3.9% | -5.1% |
| 6M | -6.3% | +31.3% | -37.5% | -18.1% |
| YTD | +35.0% | +45.7% | -10.8% | +11.3% |
| 1Y | +38.8% | +52.1% | -13.3% | +11.9% |
| 3Y | +3.3% | +158.2% | -155.0% | -35.7% |
| 5Y | +73.6% | +213.8% | -140.1% | -6.4% |
| 10Y | -14.2% | +367.0% | -381.2% | -61.3% |
| All | -14.2% | +375.5% | -389.7% | -61.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling