+32.8%
SNOW vs USFD
+317.8%
-285.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.1% | -5.3% |
| 7D | +2.8% | -3.0% | +5.8% | +3.9% |
| 30D | +6.4% | +3.5% | +2.9% | +5.0% |
| 3M | +38.1% | +26.6% | +11.5% | +25.9% |
| 6M | +100.4% | +11.7% | +88.7% | +89.7% |
| YTD | +53.7% | +38.1% | +15.6% | +31.0% |
| 1Y | +52.0% | +33.4% | +18.6% | +31.0% |
| 3Y | +114.7% | +155.8% | -41.2% | +40.5% |
| 5Y | +8.8% | +214.0% | -205.3% | -33.8% |
| All | +32.8% | +317.8% | -285.0% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling