+3.4%
SLB vs USFD
+156.3%
-152.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | +3.5% | +1.7% | +1.8% | +3.1% |
| 30D | +6.5% | +10.2% | -3.6% | +3.9% |
| 3M | -0.2% | -1.5% | +1.3% | 0.0% |
| 6M | -5.7% | +27.3% | -33.1% | -12.6% |
| YTD | +36.8% | +44.0% | -7.1% | +20.1% |
| 1Y | +45.8% | +50.4% | -4.6% | +25.7% |
| 3Y | +3.4% | +153.6% | -150.2% | -23.5% |
| All | +3.4% | +156.3% | -152.9% | -23.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling