-90.2%
SNDQ vs USFD
+17.2%
-107.4%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +0.2% | +10.8% | +10.8% |
| 7D | -18.7% | +1.7% | -20.3% | -21.5% |
| 30D | +69.5% | +10.2% | +59.3% | +40.2% |
| 3M | +54.2% | -1.5% | +55.7% | +61.7% |
| 6M | -69.6% | +27.3% | -96.9% | -73.0% |
| All | -90.2% | +17.2% | -107.4% | -91.6% |
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