+228.3%
SYF vs USFD
+329.0%
-100.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | +2.4% | -3.0% | +5.4% | +4.1% |
| 30D | +0.8% | +3.5% | -2.7% | -1.5% |
| 3M | +13.4% | +26.6% | -13.2% | -1.6% |
| 6M | +16.3% | +11.7% | +4.6% | +8.0% |
| YTD | -3.0% | +38.1% | -41.1% | -22.0% |
| 1Y | +5.7% | +33.4% | -27.7% | -13.5% |
| 3Y | +160.1% | +155.8% | +4.3% | +44.2% |
| 5Y | +88.5% | +214.0% | -125.5% | -9.4% |
| 10Y | +263.1% | +320.4% | -57.3% | +29.9% |
| All | +228.3% | +329.0% | -100.7% | +21.3% |
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