+158.3%
USFD vs S
+32.3%
+126.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -8.8% | +6.0% | -2.2% |
| 7D | +3.9% | -16.7% | +20.6% | +5.1% |
| 30D | +10.7% | -17.0% | +27.7% | +11.9% |
| 3M | +6.3% | +2.0% | +4.3% | +5.7% |
| 6M | +16.2% | +35.1% | -18.8% | +12.4% |
| YTD | +41.9% | +42.8% | -0.9% | +35.8% |
| 1Y | +44.2% | +27.7% | +16.5% | +39.9% |
| All | +158.3% | +32.3% | +126.0% | +148.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling