+49.5%
SO vs USFD
+159.7%
-110.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.6% |
| 7D | +0.4% | +3.9% | -3.5% | -0.2% |
| 30D | +9.2% | +10.7% | -1.4% | +7.8% |
| 3M | +1.1% | +6.3% | -5.2% | +0.2% |
| 6M | -1.1% | +16.2% | -17.3% | -2.9% |
| YTD | +9.7% | +41.9% | -32.2% | +5.5% |
| 1Y | +5.5% | +44.2% | -38.7% | +1.3% |
| All | +49.5% | +159.7% | -110.2% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling