+180.0%
SYF vs USFD
+375.5%
-195.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | -3.6% | -0.2% | -3.4% | -3.6% |
| 30D | -1.7% | +12.3% | -14.1% | -8.5% |
| 3M | -7.8% | -0.7% | -7.1% | -8.2% |
| 6M | +3.4% | +31.3% | -27.9% | -12.9% |
| YTD | -12.2% | +45.7% | -57.9% | -32.0% |
| 1Y | -1.6% | +52.1% | -53.7% | -25.9% |
| 3Y | +157.8% | +158.2% | -0.5% | +41.3% |
| 5Y | +61.9% | +213.8% | -151.9% | -22.5% |
| 10Y | +180.0% | +367.0% | -187.0% | -1.5% |
| All | +180.0% | +375.5% | -195.5% | -1.5% |
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