-26.1%
SNOW vs USFD
+215.4%
-241.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.7% |
| 7D | +5.5% | +1.7% | +3.8% | +4.6% |
| 30D | -13.2% | +10.2% | -23.3% | -18.3% |
| 3M | -13.7% | -1.5% | -12.3% | -13.7% |
| 6M | +91.0% | +27.3% | +63.6% | +61.8% |
| YTD | +32.7% | +44.0% | -11.3% | -2.2% |
| 1Y | +13.3% | +50.4% | -37.1% | -19.5% |
| 3Y | +83.4% | +153.6% | -70.2% | -16.4% |
| All | -26.1% | +215.4% | -241.5% | -72.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling