+358.9%
SMTC vs USFD
+339.9%
+19.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.2% | +12.9% | +12.8% |
| 7D | -19.0% | +3.0% | -21.9% | -20.3% |
| 30D | -46.7% | +11.1% | -57.8% | -49.4% |
| 3M | -23.4% | -0.3% | -23.1% | -24.3% |
| 6M | -13.4% | +15.9% | -29.3% | -20.3% |
| YTD | +40.1% | +41.6% | -1.6% | +17.9% |
| 1Y | +47.7% | +49.4% | -1.7% | +21.7% |
| 3Y | +606.9% | +157.8% | +449.1% | +379.9% |
| 5Y | +14.4% | +176.6% | -162.2% | -25.3% |
| 10Y | +322.5% | +375.4% | -52.9% | +124.7% |
| All | +358.9% | +339.9% | +19.0% | +150.2% |
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