+253.0%
SU vs USFD
+329.0%
-76.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.6% |
| 7D | +3.6% | -3.0% | +6.6% | +4.8% |
| 30D | +7.9% | +3.5% | +4.3% | +6.2% |
| 3M | +3.5% | +26.6% | -23.1% | -6.4% |
| 6M | +19.0% | +11.7% | +7.3% | +12.4% |
| YTD | +55.0% | +38.1% | +16.8% | +33.1% |
| 1Y | +71.2% | +33.4% | +37.8% | +48.5% |
| 3Y | +117.4% | +155.8% | -38.4% | +40.6% |
| 5Y | +335.2% | +214.0% | +121.1% | +146.3% |
| 10Y | +248.7% | +320.4% | -71.6% | +70.4% |
| All | +253.0% | +329.0% | -76.0% | +72.1% |
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