+800.1%
SNPS vs USFD
+352.6%
+447.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -8.0% | +12.3% | -20.4% | -10.6% |
| 3M | +12.5% | -0.7% | +13.2% | +12.3% |
| 6M | -10.5% | +31.3% | -41.7% | -16.4% |
| YTD | -1.6% | +45.7% | -47.3% | -11.3% |
| 1Y | +16.8% | +52.1% | -35.3% | +4.2% |
| 3Y | -10.9% | +158.2% | -169.2% | -29.6% |
| 5Y | +35.8% | +213.8% | -178.0% | +1.8% |
| 10Y | +675.0% | +367.0% | +308.0% | +422.2% |
| All | +800.1% | +352.6% | +447.5% | +507.8% |
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 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