+261.6%
SU vs USFD
+352.6%
-91.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | -6.2% | +12.3% | -18.5% | -10.8% |
| 3M | +9.7% | -0.7% | +10.4% | +9.1% |
| 6M | +7.3% | +31.3% | -24.0% | -5.1% |
| YTD | +58.7% | +45.7% | +13.0% | +32.6% |
| 1Y | +59.7% | +52.1% | +7.6% | +30.7% |
| 3Y | +129.2% | +158.2% | -29.0% | +47.2% |
| 5Y | +223.7% | +213.8% | +9.9% | +82.9% |
| 10Y | +235.9% | +367.0% | -131.1% | +58.4% |
| All | +261.6% | +352.6% | -91.0% | +71.3% |
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 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