+220.8%
SOXX vs USFD
+145.6%
+75.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.3% |
| 7D | +3.0% | -8.0% | +11.0% | +5.9% |
| 30D | -3.1% | -13.1% | +9.9% | +1.5% |
| 3M | -4.4% | +6.5% | -10.9% | -8.0% |
| 6M | +52.9% | +5.7% | +47.2% | +47.3% |
| YTD | +72.0% | +27.5% | +44.5% | +48.8% |
| 1Y | +105.1% | +23.4% | +81.7% | +79.7% |
| All | +220.8% | +145.6% | +75.2% | +116.0% |
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