+118.1%
SU vs USFD
+162.9%
-44.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.9% |
| 7D | -1.0% | -3.3% | +2.4% | -0.6% |
| 30D | +13.7% | -5.3% | +19.0% | +14.4% |
| 3M | +8.0% | +18.8% | -10.8% | +5.2% |
| 6M | +21.0% | +14.3% | +6.7% | +18.3% |
| YTD | +56.2% | +36.9% | +19.4% | +45.6% |
| 1Y | +72.2% | +31.7% | +40.5% | +61.8% |
| 3Y | +118.1% | +164.5% | -46.4% | +66.3% |
| All | +118.1% | +162.9% | -44.8% | +66.3% |
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