+733.5%
SMTC vs USFD
+155.8%
+577.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -4.0% |
| 7D | +30.5% | +1.3% | +29.2% | +29.9% |
| 30D | -30.9% | +10.6% | -41.4% | -35.1% |
| 3M | -14.7% | -2.4% | -12.3% | -14.0% |
| 6M | -9.6% | +28.9% | -38.5% | -25.4% |
| YTD | +62.1% | +43.7% | +18.4% | +16.2% |
| 1Y | +66.6% | +48.5% | +18.1% | +15.7% |
| All | +733.5% | +155.8% | +577.7% | +257.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling