+1,768.4%
SOXX vs USFD
+325.1%
+1,443.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.9% |
| 7D | +5.6% | -3.3% | +9.0% | +6.7% |
| 30D | -2.7% | -5.3% | +2.6% | -1.1% |
| 3M | -7.5% | +18.8% | -26.3% | -13.1% |
| 6M | +63.5% | +14.3% | +49.2% | +55.2% |
| YTD | +75.7% | +36.9% | +38.8% | +56.1% |
| 1Y | +113.3% | +31.7% | +81.6% | +91.5% |
| 3Y | +227.4% | +164.5% | +62.9% | +134.4% |
| 5Y | +256.2% | +212.6% | +43.6% | +140.9% |
| 10Y | +1,512.5% | +329.7% | +1,182.7% | +841.9% |
| All | +1,768.4% | +325.1% | +1,443.3% | +991.7% |
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 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