-17.3%
SLB vs USFD
+369.2%
-386.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -4.3% | +8.4% | -12.7% | -7.7% |
| 30D | +1.9% | +12.7% | -10.8% | -3.7% |
| 3M | -5.7% | +1.1% | -6.8% | -7.0% |
| 6M | -5.3% | +30.2% | -35.5% | -17.0% |
| YTD | +32.2% | +45.8% | -13.7% | +9.0% |
| 1Y | +38.5% | +51.9% | -13.4% | +11.7% |
| 3Y | +1.1% | +158.5% | -157.3% | -37.0% |
| 5Y | +70.3% | +208.0% | -137.8% | -7.3% |
| 10Y | -17.3% | +376.6% | -393.9% | -62.2% |
| All | -17.3% | +369.2% | -386.5% | -62.2% |
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