-1.0%
SLB vs USFD
+329.0%
-330.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +0.8% | -3.0% | +3.8% | +2.0% |
| 30D | +15.8% | +3.5% | +12.3% | +13.8% |
| 3M | -0.3% | +26.6% | -26.9% | -10.8% |
| 6M | +21.3% | +11.7% | +9.6% | +14.4% |
| YTD | +52.3% | +38.1% | +14.2% | +29.6% |
| 1Y | +63.6% | +33.4% | +30.2% | +40.6% |
| 3Y | +3.8% | +155.8% | -152.1% | -34.7% |
| 5Y | +128.6% | +214.0% | -85.4% | +23.8% |
| 10Y | -3.1% | +320.4% | -323.4% | -56.7% |
| All | -1.0% | +329.0% | -330.0% | -55.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling