+24.6%
SYY vs USFD
+156.3%
-131.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +0.3% | +1.7% | -1.4% | -0.4% |
| 30D | -4.8% | +10.2% | -14.9% | -8.4% |
| 3M | -7.1% | -1.5% | -5.6% | -6.7% |
| 6M | +6.8% | +27.3% | -20.6% | -3.6% |
| YTD | +7.7% | +44.0% | -36.3% | -8.0% |
| 1Y | +5.7% | +50.4% | -44.7% | -11.4% |
| 3Y | +24.6% | +153.6% | -129.0% | -18.2% |
| All | +24.6% | +156.3% | -131.7% | -18.2% |
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 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