+148.0%
SN vs USFD
+49.2%
+98.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.7% | +2.8% |
| 7D | +1.5% | +1.7% | -0.1% | +1.0% |
| 30D | +21.5% | +10.2% | +11.3% | +18.0% |
| 3M | +20.0% | -1.5% | +21.5% | +20.0% |
| 6M | +119.9% | +27.3% | +92.6% | +104.4% |
| YTD | +102.3% | +44.0% | +58.3% | +88.8% |
| 1Y | +148.0% | +50.4% | +97.6% | +130.7% |
| All | +148.0% | +49.2% | +98.8% | +130.7% |
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