+204.4%
SYK vs USFD
+329.0%
-124.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -8.3% | -3.0% | -5.3% | -7.4% |
| 30D | -10.1% | +3.5% | -13.6% | -11.2% |
| 3M | +0.9% | +26.6% | -25.7% | -6.9% |
| 6M | -20.2% | +11.7% | -31.9% | -23.5% |
| YTD | -13.3% | +38.1% | -51.4% | -23.1% |
| 1Y | -22.3% | +33.4% | -55.7% | -30.5% |
| 3Y | +9.7% | +155.8% | -146.1% | -22.3% |
| 5Y | +15.4% | +214.0% | -198.6% | -25.6% |
| 10Y | +192.9% | +320.4% | -127.5% | +57.0% |
| All | +204.4% | +329.0% | -124.6% | +63.2% |
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