-79.6%
SNAP vs USFD
+297.7%
-377.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -10.6% | +8.4% | -18.9% | -13.1% |
| 30D | -19.7% | +12.7% | -32.5% | -23.3% |
| 3M | -6.5% | +1.1% | -7.7% | -7.2% |
| 6M | -17.8% | +30.2% | -47.9% | -26.5% |
| YTD | -38.0% | +45.8% | -83.9% | -48.0% |
| 1Y | -42.5% | +51.9% | -94.4% | -52.7% |
| 3Y | -55.8% | +158.5% | -214.3% | -70.9% |
| 5Y | -90.5% | +208.0% | -298.6% | -94.1% |
| All | -79.6% | +297.7% | -377.3% | -89.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling