-77.7%
SNAP vs USFD
+276.7%
-354.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.4% | -3.7% | -3.9% |
| 7D | +0.7% | -3.0% | +3.7% | +1.8% |
| 30D | +2.6% | +3.5% | -0.9% | +1.0% |
| 3M | -9.9% | +26.6% | -36.5% | -18.4% |
| 6M | +1.9% | +11.7% | -9.8% | -3.6% |
| YTD | -32.2% | +38.1% | -70.3% | -41.9% |
| 1Y | -22.8% | +33.4% | -56.2% | -33.3% |
| 3Y | -47.6% | +155.8% | -203.4% | -65.3% |
| 5Y | -92.7% | +214.0% | -306.8% | -95.5% |
| All | -77.7% | +276.7% | -354.3% | -87.9% |
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