+130.8%
SLB vs USFD
+215.8%
-85.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +0.8% | -3.0% | +3.8% | +1.5% |
| 30D | +15.8% | +3.5% | +12.3% | +14.6% |
| 3M | -0.3% | +26.6% | -26.9% | -6.8% |
| 6M | +21.3% | +11.7% | +9.6% | +17.2% |
| YTD | +52.3% | +38.1% | +14.2% | +38.0% |
| 1Y | +63.6% | +33.4% | +30.2% | +49.3% |
| 3Y | +3.8% | +155.8% | -152.1% | -20.9% |
| All | +130.8% | +215.8% | -85.1% | +51.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling