+186.5%
SYF vs USFD
+369.2%
-182.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -4.2% | +8.4% | -12.6% | -8.8% |
| 30D | -1.1% | +12.7% | -13.8% | -8.0% |
| 3M | -7.9% | +1.1% | -9.0% | -9.2% |
| 6M | -1.1% | +30.2% | -31.3% | -16.3% |
| YTD | -12.6% | +45.8% | -58.4% | -32.3% |
| 1Y | -2.4% | +51.9% | -54.3% | -26.4% |
| 3Y | +156.6% | +158.5% | -1.8% | +40.6% |
| 5Y | +61.9% | +208.0% | -146.2% | -21.7% |
| 10Y | +186.5% | +376.6% | -190.1% | 0.0% |
| All | +186.5% | +369.2% | -182.8% | 0.0% |
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