+65.4%
SLB vs USFD
+184.3%
-118.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -3.1% |
| 7D | -7.7% | +3.9% | -11.7% | -8.6% |
| 30D | -0.7% | +10.7% | -11.4% | -3.2% |
| 3M | 0.0% | +6.3% | -6.4% | -1.9% |
| 6M | -10.4% | +16.2% | -26.7% | -14.3% |
| YTD | +31.5% | +41.9% | -10.4% | +18.7% |
| 1Y | +39.1% | +44.2% | -5.1% | +24.9% |
| 3Y | -5.7% | +159.8% | -165.5% | -27.0% |
| 5Y | +65.4% | +177.1% | -111.7% | +25.3% |
| All | +65.4% | +184.3% | -118.8% | +25.3% |
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 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