-49.5%
SMR vs USFD
+174.4%
-223.9%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -0.2% | +16.4% | +16.3% |
| 7D | -9.6% | +3.0% | -12.6% | -10.8% |
| 30D | -33.8% | +11.1% | -44.8% | -36.6% |
| 3M | -46.4% | -0.3% | -46.1% | -46.4% |
| 6M | -62.4% | +15.9% | -78.3% | -65.1% |
| YTD | -64.1% | +41.6% | -105.8% | -70.0% |
| 1Y | -84.3% | +49.4% | -133.7% | -87.2% |
| 3Y | +55.8% | +157.8% | -102.0% | +8.2% |
| All | -49.5% | +174.4% | -223.9% | -67.8% |
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 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