+18.5%
SYY vs USFD
+215.8%
-197.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.1% |
| 7D | -2.3% | -3.0% | +0.7% | -0.9% |
| 30D | -4.9% | +3.5% | -8.5% | -6.7% |
| 3M | +8.4% | +26.6% | -18.2% | -3.7% |
| 6M | -7.4% | +11.7% | -19.1% | -12.7% |
| YTD | +11.0% | +38.1% | -27.1% | -6.3% |
| 1Y | -0.2% | +33.4% | -33.6% | -14.7% |
| 3Y | +23.8% | +155.8% | -132.0% | -26.3% |
| All | +18.5% | +215.8% | -197.4% | -39.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling