+264.7%
SU vs USFD
+306.5%
-41.9%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.1% | +3.8% |
| 7D | +1.6% | -7.0% | +8.6% | +4.3% |
| 30D | +10.7% | -10.3% | +21.0% | +15.3% |
| 3M | +13.5% | +9.2% | +4.3% | +8.8% |
| 6M | +21.8% | +7.4% | +14.4% | +16.6% |
| YTD | +58.8% | +29.4% | +29.5% | +39.7% |
| 1Y | +72.0% | +24.8% | +47.2% | +52.8% |
| 3Y | +121.7% | +150.0% | -28.3% | +44.0% |
| 5Y | +350.4% | +195.5% | +154.9% | +159.8% |
| 10Y | +264.7% | +315.7% | -51.1% | +86.5% |
| All | +264.7% | +306.5% | -41.9% | +86.5% |
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 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