-47.7%
SNAP vs USFD
+156.9%
-204.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | +0.7% | -3.0% | +3.7% | +1.6% |
| 30D | +2.6% | +3.5% | -0.9% | +1.3% |
| 3M | -9.9% | +26.6% | -36.5% | -17.5% |
| 6M | +1.9% | +11.7% | -9.8% | -2.6% |
| YTD | -32.2% | +38.1% | -70.3% | -42.8% |
| 1Y | -22.8% | +33.4% | -56.2% | -33.9% |
| All | -47.7% | +156.9% | -204.6% | -72.5% |
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