-79.7%
SNAP vs USFD
+286.2%
-365.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -7.1% | +3.0% | -10.1% | -8.1% |
| 30D | -14.6% | +11.1% | -25.7% | -18.0% |
| 3M | -5.0% | -0.3% | -4.7% | -5.1% |
| 6M | -18.8% | +15.9% | -34.7% | -24.2% |
| YTD | -38.5% | +41.6% | -80.2% | -47.9% |
| 1Y | -38.1% | +49.4% | -87.5% | -48.8% |
| 3Y | -53.8% | +157.8% | -211.6% | -69.5% |
| 5Y | -90.7% | +176.6% | -267.3% | -94.0% |
| All | -79.7% | +286.2% | -365.9% | -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