+398.8%
SN vs USFD
+159.2%
+239.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.8% |
| 7D | +7.2% | +3.0% | +4.2% | +5.3% |
| 30D | +20.4% | +11.1% | +9.3% | +13.4% |
| 3M | +23.9% | -0.3% | +24.2% | +23.6% |
| 6M | +93.0% | +15.9% | +77.2% | +75.3% |
| YTD | +99.2% | +41.6% | +57.6% | +55.4% |
| 1Y | +142.6% | +49.4% | +93.2% | +80.8% |
| 3Y | +398.8% | +157.8% | +241.0% | +183.0% |
| All | +398.8% | +159.2% | +239.6% | +183.0% |
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