+106.4%
SYY vs USFD
+339.9%
-233.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.3% |
| 7D | -7.3% | +3.0% | -10.2% | -8.9% |
| 30D | +0.1% | +11.1% | -11.0% | -5.9% |
| 3M | -8.2% | -0.3% | -8.0% | -8.4% |
| 6M | +6.3% | +15.9% | -9.6% | -3.5% |
| YTD | +7.3% | +41.6% | -34.3% | -14.2% |
| 1Y | +8.5% | +49.4% | -40.9% | -16.4% |
| 3Y | +24.9% | +157.8% | -132.9% | -32.6% |
| 5Y | +8.0% | +176.6% | -168.6% | -46.3% |
| 10Y | +107.2% | +375.4% | -268.2% | -32.2% |
| All | +106.4% | +339.9% | -233.5% | -31.2% |
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