+49.4%
USFD vs S
+31.6%
+17.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.1% |
| 7D | +3.0% | -13.4% | +16.4% | +2.0% |
| 30D | +11.1% | -14.0% | +25.0% | +10.2% |
| 3M | -0.3% | +4.9% | -5.1% | +0.6% |
| 6M | +15.9% | +42.0% | -26.1% | +20.0% |
| YTD | +41.6% | +45.1% | -3.5% | +48.1% |
| 1Y | +49.4% | +33.1% | +16.3% | +57.9% |
| All | +49.4% | +31.6% | +17.8% | +57.9% |
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