+5.0%
SMCI vs USFD
+156.3%
-151.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -6.6% | +1.7% | -8.2% | -7.0% |
| 30D | -24.9% | +10.2% | -35.1% | -27.6% |
| 3M | -31.4% | -1.5% | -29.9% | -31.1% |
| 6M | -16.0% | +27.3% | -43.4% | -26.0% |
| YTD | -8.2% | +44.0% | -52.2% | -27.8% |
| 1Y | -23.4% | +50.4% | -73.8% | -41.9% |
| 3Y | +5.0% | +153.6% | -148.5% | -51.3% |
| All | +5.0% | +156.3% | -151.2% | -51.3% |
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 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