+202.9%
SYF vs USFD
+339.9%
-137.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.3% | -0.4% |
| 7D | -2.1% | +3.0% | -5.1% | -4.1% |
| 30D | +2.5% | +11.1% | -8.5% | -3.8% |
| 3M | -6.3% | -0.3% | -6.0% | -6.8% |
| 6M | -1.5% | +15.9% | -17.3% | -10.8% |
| YTD | -10.5% | +41.6% | -52.1% | -29.5% |
| 1Y | +1.5% | +49.4% | -47.9% | -22.8% |
| 3Y | +163.3% | +157.8% | +5.4% | +44.7% |
| 5Y | +66.8% | +176.6% | -109.9% | -14.1% |
| 10Y | +228.5% | +375.4% | -146.9% | +10.5% |
| All | +202.9% | +339.9% | -137.0% | +9.6% |
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