+24.8%
SRE vs USFD
+156.3%
-131.5%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +1.8% | +1.7% | +0.1% | +1.3% |
| 30D | -3.0% | +10.2% | -13.1% | -5.4% |
| 3M | -7.3% | -1.5% | -5.8% | -7.1% |
| 6M | -11.9% | +27.3% | -39.2% | -17.8% |
| YTD | -7.9% | +44.0% | -51.9% | -18.0% |
| 1Y | -11.1% | +50.4% | -61.5% | -22.2% |
| 3Y | +24.8% | +153.6% | -128.8% | -5.5% |
| All | +24.8% | +156.3% | -131.5% | -5.5% |
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