+112.0%
SYY vs USFD
+306.5%
-194.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -5.5% | +7.6% | +5.4% |
| 7D | -0.2% | -7.0% | +6.8% | +3.9% |
| 30D | -2.7% | -10.3% | +7.5% | +3.4% |
| 3M | +5.9% | +9.2% | -3.3% | -0.1% |
| 6M | -2.3% | +7.4% | -9.7% | -7.3% |
| YTD | +13.1% | +29.4% | -16.3% | -4.7% |
| 1Y | +3.8% | +24.8% | -21.1% | -11.2% |
| 3Y | +26.7% | +150.0% | -123.3% | -30.8% |
| 5Y | +19.4% | +195.5% | -176.1% | -43.7% |
| 10Y | +112.0% | +315.7% | -203.8% | -31.6% |
| All | +112.0% | +306.5% | -194.6% | -31.6% |
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