+178.1%
USFD vs S
-52.7%
+230.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | +3.0% | -13.4% | +16.4% | +4.5% |
| 30D | +11.1% | -14.0% | +25.0% | +12.6% |
| 3M | -0.3% | +4.9% | -5.1% | -1.5% |
| 6M | +15.9% | +42.0% | -26.1% | +9.8% |
| YTD | +41.6% | +45.1% | -3.5% | +32.9% |
| 1Y | +49.4% | +33.1% | +16.3% | +41.6% |
| 3Y | +157.8% | +40.6% | +117.2% | +135.7% |
| 5Y | +176.6% | -67.5% | +244.1% | +163.4% |
| All | +178.1% | -52.7% | +230.8% | +173.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling