-17.1%
SLB vs USFD
+369.7%
-386.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.7% | +0.6% |
| 7D | -7.1% | +3.0% | -10.1% | -8.5% |
| 30D | +4.1% | +11.1% | -7.0% | -1.0% |
| 3M | -2.6% | -0.3% | -2.4% | -3.4% |
| 6M | -8.6% | +15.9% | -24.4% | -15.6% |
| YTD | +32.2% | +41.6% | -9.4% | +10.4% |
| 1Y | +40.7% | +49.4% | -8.7% | +14.2% |
| 3Y | -4.5% | +157.8% | -162.4% | -40.5% |
| 5Y | +66.4% | +176.6% | -110.3% | -4.8% |
| All | -17.1% | +369.7% | -386.8% | -61.7% |
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