+32.8%
SMTC vs USFD
+208.8%
-176.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.4% | -3.2% | -3.9% |
| 7D | +30.5% | +1.3% | +29.2% | +29.8% |
| 30D | -30.9% | +10.6% | -41.4% | -35.7% |
| 3M | -14.7% | -2.4% | -12.3% | -14.6% |
| 6M | -9.6% | +28.9% | -38.5% | -25.6% |
| YTD | +62.1% | +43.7% | +18.4% | +20.3% |
| 1Y | +66.6% | +48.5% | +18.1% | +20.8% |
| 3Y | +718.1% | +154.7% | +563.4% | +319.6% |
| 5Y | +32.8% | +218.4% | -185.6% | -41.5% |
| All | +32.8% | +208.8% | -176.0% | -41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling