-20.7%
SNAP vs USFD
+49.6%
-70.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +8.5% | -2.6% | +7.0% |
| 7D | -0.7% | +7.8% | -8.5% | +0.2% |
| 30D | +5.5% | +16.2% | -10.6% | +8.0% |
| 3M | +2.2% | +11.0% | -8.8% | +3.8% |
| 6M | -4.1% | +20.7% | -24.8% | -0.1% |
| YTD | -26.6% | +46.0% | -72.6% | -19.0% |
| 1Y | -20.7% | +49.8% | -70.5% | -11.7% |
| All | -20.7% | +49.6% | -70.4% | -11.7% |
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