-3.6%
SMR vs USFD
+167.6%
-171.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +4.4% | -3.0% | +7.4% | +5.6% |
| 30D | +3.4% | +3.5% | -0.1% | +2.0% |
| 3M | -19.2% | +26.6% | -45.7% | -27.7% |
| 6M | -22.6% | +11.7% | -34.4% | -26.7% |
| YTD | -31.5% | +38.1% | -69.7% | -42.0% |
| 1Y | -73.1% | +33.4% | -106.5% | -76.8% |
| 3Y | +55.0% | +155.8% | -100.9% | +8.4% |
| All | -3.6% | +167.6% | -171.2% | -37.6% |
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 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