+7.9%
SNOW vs USFD
+215.8%
-207.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.2% |
| 7D | +2.8% | -3.0% | +5.8% | +4.5% |
| 30D | +6.4% | +3.5% | +2.9% | +4.2% |
| 3M | +38.1% | +26.6% | +11.5% | +19.9% |
| 6M | +100.4% | +11.7% | +88.7% | +84.0% |
| YTD | +53.7% | +38.1% | +15.6% | +19.2% |
| 1Y | +52.0% | +33.4% | +18.6% | +19.9% |
| 3Y | +114.7% | +155.8% | -41.2% | +3.1% |
| All | +7.9% | +215.8% | -207.9% | -55.4% |
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