-79.2%
SNAP vs USFD
+286.9%
-366.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -2.8% | -11.2% | -12.9% |
| 7D | -10.4% | +3.9% | -14.3% | -11.6% |
| 30D | -11.9% | +10.7% | -22.6% | -15.3% |
| 3M | -4.5% | +6.3% | -10.8% | -7.1% |
| 6M | -16.7% | +16.2% | -32.9% | -22.3% |
| YTD | -36.9% | +41.9% | -78.8% | -46.5% |
| 1Y | -30.3% | +44.2% | -74.5% | -41.6% |
| 3Y | -52.5% | +159.8% | -212.3% | -68.8% |
| 5Y | -90.4% | +177.1% | -267.5% | -93.8% |
| All | -79.2% | +286.9% | -366.1% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling