+24.9%
SYY vs USFD
+159.2%
-134.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | -7.3% | +3.0% | -10.2% | -8.3% |
| 30D | +0.1% | +11.1% | -11.0% | -4.0% |
| 3M | -8.2% | -0.3% | -8.0% | -8.3% |
| 6M | +6.3% | +15.9% | -9.6% | -0.4% |
| YTD | +7.3% | +41.6% | -34.3% | -7.7% |
| 1Y | +8.5% | +49.4% | -40.9% | -8.8% |
| 3Y | +24.9% | +157.8% | -132.9% | -17.4% |
| All | +24.9% | +159.2% | -134.3% | -17.4% |
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