+558.6%
SNPS vs USFD
+321.9%
+236.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.3% |
| 7D | -11.0% | -3.0% | -8.0% | -10.4% |
| 30D | -1.7% | +3.5% | -5.3% | -2.6% |
| 3M | -20.4% | +26.6% | -46.9% | -24.8% |
| 6M | -8.6% | +11.7% | -20.3% | -11.5% |
| YTD | -16.2% | +38.1% | -54.3% | -23.3% |
| 1Y | -34.6% | +33.4% | -68.0% | -39.7% |
| 3Y | -14.5% | +155.8% | -170.3% | -32.3% |
| 5Y | +17.0% | +214.0% | -197.0% | -12.2% |
| All | +558.6% | +321.9% | +236.7% | +347.3% |
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