-5.4%
SYK vs USFD
+149.2%
-154.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.5% | +5.1% | +1.1% |
| 7D | -11.8% | -7.0% | -4.8% | -10.1% |
| 30D | -20.4% | -10.3% | -10.1% | -18.1% |
| 3M | -12.1% | +9.2% | -21.3% | -14.1% |
| 6M | -24.3% | +7.4% | -31.7% | -26.0% |
| YTD | -21.2% | +29.4% | -50.6% | -27.8% |
| 1Y | -29.2% | +24.8% | -54.0% | -34.4% |
| All | -5.4% | +149.2% | -154.6% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling