-53.7%
SMR vs USFD
+178.9%
-232.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.4% |
| 7D | -8.3% | +1.7% | -9.9% | -8.8% |
| 30D | -20.1% | +10.2% | -30.2% | -23.1% |
| 3M | -52.7% | -1.5% | -51.2% | -52.5% |
| 6M | -61.0% | +27.3% | -88.4% | -65.3% |
| YTD | -67.1% | +44.0% | -111.1% | -72.6% |
| 1Y | -79.9% | +50.4% | -130.2% | -83.6% |
| 3Y | +101.7% | +153.6% | -51.8% | +40.6% |
| All | -53.7% | +178.9% | -232.6% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling