+126.3%
SRE vs USFD
+365.4%
-239.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -5.6% | -0.2% | -5.5% | -5.6% |
| 30D | -4.5% | +12.3% | -16.8% | -7.2% |
| 3M | -7.7% | -0.7% | -7.0% | -7.8% |
| 6M | -14.4% | +31.3% | -45.7% | -20.1% |
| YTD | -9.4% | +45.7% | -55.1% | -17.8% |
| 1Y | -13.8% | +52.1% | -66.0% | -22.7% |
| 3Y | +22.2% | +158.2% | -136.1% | -3.5% |
| 5Y | +50.5% | +213.8% | -163.3% | +11.0% |
| All | +126.3% | +365.4% | -239.1% | +54.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling