+34.1%
SNPS vs USFD
+204.0%
-169.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +2.5% |
| 7D | +0.2% | +3.9% | -3.7% | -1.4% |
| 30D | -8.4% | +12.8% | -21.3% | -12.8% |
| 3M | +12.3% | +1.0% | +11.3% | +11.3% |
| 6M | -9.6% | +30.3% | -39.8% | -19.4% |
| YTD | -0.6% | +46.0% | -46.5% | -18.0% |
| 1Y | +18.7% | +49.6% | -30.9% | -3.6% |
| 3Y | -7.6% | +166.3% | -173.8% | -43.2% |
| 5Y | +34.1% | +208.4% | -174.3% | -25.8% |
| All | +34.1% | +204.0% | -169.9% | -25.8% |
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