+33.4%
USFD vs S
+10.1%
+23.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.3% |
| 7D | -3.0% | -7.7% | +4.7% | -3.4% |
| 30D | +3.5% | -5.3% | +8.9% | +3.3% |
| 3M | +26.6% | +20.3% | +6.3% | +28.1% |
| 6M | +11.7% | +47.4% | -35.7% | +13.8% |
| YTD | +38.1% | +32.5% | +5.6% | +41.3% |
| 1Y | +33.4% | +9.5% | +23.9% | +38.8% |
| All | +33.4% | +10.1% | +23.2% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 1y: compounded portfolio wealth divided by compounded S 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…
1y analysis · Full analysis span regression · 6 months rolling