+660.9%
SNPS vs USFD
+359.9%
+301.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +1.1% | +1.7% | -0.6% | +0.7% |
| 30D | -5.2% | +10.2% | -15.3% | -7.4% |
| 3M | +10.6% | -1.5% | +12.0% | +10.6% |
| 6M | -10.6% | +27.3% | -38.0% | -15.9% |
| YTD | -3.1% | +44.0% | -47.1% | -12.4% |
| 1Y | +15.6% | +50.4% | -34.8% | +3.3% |
| 3Y | -12.9% | +153.6% | -166.5% | -31.0% |
| 5Y | +31.2% | +219.0% | -187.8% | -1.9% |
| All | +660.9% | +359.9% | +301.0% | +419.5% |
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