+43.0%
SN vs USFD
+34.2%
+8.8%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -9.3% | -3.0% | -6.3% | -8.7% |
| 30D | -4.8% | +3.5% | -8.3% | -5.9% |
| 3M | +40.4% | +26.6% | +13.9% | +31.3% |
| 6M | +50.9% | +11.7% | +39.2% | +45.7% |
| YTD | +54.9% | +38.1% | +16.8% | +44.3% |
| 1Y | +43.0% | +33.4% | +9.6% | +35.6% |
| All | +43.0% | +34.2% | +8.8% | +35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling