+91.3%
SNOW vs USFD
+159.2%
-67.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -9.9% | +3.0% | -12.8% | -10.5% |
| 30D | -17.1% | +11.1% | -28.2% | -19.4% |
| 3M | -13.2% | -0.3% | -13.0% | -13.3% |
| 6M | +97.4% | +15.9% | +81.5% | +89.2% |
| YTD | +25.8% | +41.6% | -15.9% | +4.8% |
| 1Y | +4.2% | +49.4% | -45.2% | -16.4% |
| 3Y | +91.3% | +157.8% | -66.5% | +5.8% |
| All | +91.3% | +159.2% | -67.9% | +5.8% |
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 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