+167.6%
SYK vs USFD
+310.2%
-142.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.5% | -1.5% |
| 7D | -12.3% | -8.0% | -4.3% | -9.9% |
| 30D | -22.4% | -13.1% | -9.4% | -18.8% |
| 3M | -12.3% | +6.5% | -18.9% | -14.4% |
| 6M | -24.3% | +5.7% | -30.0% | -26.1% |
| YTD | -22.8% | +27.5% | -50.3% | -29.8% |
| 1Y | -28.8% | +23.4% | -52.2% | -34.7% |
| 3Y | -4.0% | +146.4% | -150.4% | -31.3% |
| 5Y | +3.8% | +196.8% | -192.9% | -32.0% |
| All | +167.6% | +310.2% | -142.6% | +43.8% |
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