-14.5%
SLB vs USFD
+340.6%
-355.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -2.5% |
| 7D | -7.7% | +3.9% | -11.7% | -9.5% |
| 30D | -0.7% | +10.7% | -11.4% | -5.4% |
| 3M | 0.0% | +6.3% | -6.4% | -3.6% |
| 6M | -10.4% | +16.2% | -26.7% | -17.4% |
| YTD | +31.5% | +41.9% | -10.4% | +9.8% |
| 1Y | +39.1% | +44.2% | -5.1% | +15.0% |
| 3Y | -5.7% | +159.8% | -165.5% | -41.2% |
| 5Y | +65.4% | +177.1% | -111.7% | -5.0% |
| 10Y | -15.6% | +376.2% | -391.7% | -63.3% |
| All | -14.5% | +340.6% | -355.1% | -62.4% |
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