+172.9%
SO vs USFD
+329.0%
-156.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | -0.2% | -3.0% | +2.9% | +0.3% |
| 30D | -4.6% | +3.5% | -8.1% | -5.1% |
| 3M | -3.0% | +26.6% | -29.6% | -6.4% |
| 6M | -8.3% | +11.7% | -20.0% | -9.9% |
| YTD | +3.5% | +38.1% | -34.6% | -1.6% |
| 1Y | -0.9% | +33.4% | -34.3% | -5.5% |
| 3Y | +45.4% | +155.8% | -110.5% | +24.8% |
| 5Y | +59.6% | +214.0% | -154.4% | +30.4% |
| 10Y | +156.6% | +320.4% | -163.8% | +103.5% |
| All | +172.9% | +329.0% | -156.1% | +114.9% |
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