+331.5%
SMTC vs USFD
+376.0%
-44.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.1% | -2.5% | -2.5% |
| 7D | -10.9% | +8.4% | -19.3% | -13.9% |
| 30D | -39.4% | +12.7% | -52.2% | -42.7% |
| 3M | -13.5% | +1.1% | -14.7% | -14.9% |
| 6M | -6.8% | +30.2% | -37.0% | -18.0% |
| YTD | +54.0% | +45.8% | +8.2% | +28.2% |
| 1Y | +50.8% | +51.9% | -1.2% | +23.6% |
| 3Y | +677.3% | +158.5% | +518.9% | +426.5% |
| 5Y | +28.7% | +208.0% | -179.3% | -18.8% |
| All | +331.5% | +376.0% | -44.4% | +136.1% |
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