+19.5%
SRE vs USFD
+159.2%
-139.7%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | -9.2% | +3.0% | -12.1% | -9.9% |
| 30D | -1.9% | +11.1% | -13.0% | -4.6% |
| 3M | -6.5% | -0.3% | -6.3% | -6.7% |
| 6M | -15.2% | +15.9% | -31.1% | -18.9% |
| YTD | -9.5% | +41.6% | -51.1% | -19.1% |
| 1Y | -13.2% | +49.4% | -62.6% | -24.0% |
| 3Y | +19.5% | +157.8% | -138.4% | -11.5% |
| All | +19.5% | +159.2% | -139.7% | -11.5% |
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