+43.4%
SMCI vs USFD
+162.9%
-119.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.0% |
| 7D | +9.7% | -3.3% | +13.0% | +11.0% |
| 30D | +29.3% | -5.3% | +34.6% | +31.8% |
| 3M | -8.5% | +18.8% | -27.3% | -16.7% |
| 6M | +28.6% | +14.3% | +14.3% | +18.9% |
| YTD | +37.5% | +36.9% | +0.7% | +11.1% |
| 1Y | +0.5% | +31.7% | -31.2% | -17.2% |
| 3Y | +43.4% | +164.5% | -121.0% | -28.8% |
| All | +43.4% | +162.9% | -119.5% | -28.8% |
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