+436.6%
SMTC vs USFD
+322.6%
+114.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.4% | +9.6% | +9.4% |
| 7D | +12.7% | -3.0% | +15.8% | +14.0% |
| 30D | +22.0% | +3.5% | +18.4% | +20.5% |
| 3M | -12.7% | +26.6% | -39.2% | -21.3% |
| 6M | +64.8% | +11.7% | +53.1% | +56.0% |
| YTD | +100.7% | +38.1% | +62.6% | +72.5% |
| 1Y | +146.9% | +33.4% | +113.5% | +114.9% |
| 3Y | +456.8% | +155.8% | +301.0% | +282.5% |
| 5Y | +89.2% | +214.0% | -124.8% | +19.8% |
| All | +436.6% | +322.6% | +114.0% | +190.8% |
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 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