+204.3%
SYF vs USFD
+340.6%
-136.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | +0.3% |
| 7D | -3.8% | +3.9% | -7.7% | -6.2% |
| 30D | +2.6% | +10.7% | -8.0% | -3.5% |
| 3M | -6.5% | +6.3% | -12.9% | -10.6% |
| 6M | +0.8% | +16.2% | -15.4% | -8.9% |
| YTD | -10.1% | +41.9% | -52.0% | -29.2% |
| 1Y | +0.8% | +44.2% | -43.4% | -21.7% |
| 3Y | +158.8% | +159.8% | -1.0% | +41.6% |
| 5Y | +67.5% | +177.1% | -109.6% | -13.8% |
| 10Y | +230.0% | +376.2% | -146.2% | +10.9% |
| All | +204.3% | +340.6% | -136.4% | +10.0% |
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 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