+11.1%
SMR vs USFD
+165.1%
-154.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -0.9% | +16.2% | +15.6% |
| 7D | +21.4% | -3.3% | +24.7% | +22.9% |
| 30D | +13.8% | -5.3% | +19.2% | +16.3% |
| 3M | +3.9% | +18.8% | -14.9% | -4.3% |
| 6M | -4.2% | +14.3% | -18.5% | -10.2% |
| YTD | -21.1% | +36.9% | -58.0% | -32.9% |
| 1Y | -67.1% | +31.7% | -98.8% | -71.5% |
| 3Y | +88.9% | +164.5% | -75.6% | +31.0% |
| All | +11.1% | +165.1% | -154.0% | -27.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling