+14.7%
SNOW vs USFD
+341.5%
-326.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.1% | +2.5% | +4.5% |
| 7D | +0.2% | +3.9% | -3.8% | -1.3% |
| 30D | -21.1% | +12.8% | -33.9% | -24.7% |
| 3M | -11.9% | +1.0% | -12.9% | -12.6% |
| 6M | +91.0% | +30.3% | +60.7% | +71.1% |
| YTD | +32.7% | +46.0% | -13.2% | +10.4% |
| 1Y | +10.8% | +49.6% | -38.9% | -9.0% |
| 3Y | +86.2% | +166.3% | -80.1% | +19.8% |
| 5Y | -22.7% | +208.4% | -231.1% | -54.1% |
| All | +14.7% | +341.5% | -326.9% | -24.8% |
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 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