+177.6%
SYK vs USFD
+325.1%
-147.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -0.9% | -7.9% | -8.5% |
| 7D | -12.9% | -3.3% | -9.6% | -11.9% |
| 30D | -18.5% | -5.3% | -13.1% | -17.0% |
| 3M | -8.1% | +18.8% | -26.9% | -13.3% |
| 6M | -23.8% | +14.3% | -38.0% | -27.4% |
| YTD | -20.9% | +36.9% | -57.8% | -29.7% |
| 1Y | -29.0% | +31.7% | -60.7% | -36.1% |
| 3Y | -1.7% | +164.5% | -166.2% | -31.2% |
| 5Y | +4.0% | +212.6% | -208.6% | -32.9% |
| 10Y | +168.8% | +329.7% | -161.0% | +44.3% |
| All | +177.6% | +325.1% | -147.5% | +49.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling