+107.4%
SRE vs USFD
+339.9%
-232.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.4% |
| 3M | -6.5% | -0.3% | -6.3% | -6.7% |
| 6M | -15.2% | +15.9% | -31.1% | -18.5% |
| YTD | -9.5% | +41.6% | -51.1% | -17.3% |
| 1Y | -13.2% | +49.4% | -62.6% | -21.8% |
| 3Y | +19.5% | +157.8% | -138.4% | -5.5% |
| 5Y | +43.6% | +176.6% | -133.1% | +9.2% |
| 10Y | +109.9% | +375.4% | -265.5% | +42.0% |
| All | +107.4% | +339.9% | -232.5% | +40.8% |
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 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