+214.3%
USFD vs S
-71.1%
+285.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.7% | +2.0% | -0.3% | +1.4% |
| 30D | +10.2% | -2.7% | +12.9% | +10.2% |
| 3M | -1.5% | -6.9% | +5.4% | -1.4% |
| 6M | +27.3% | +38.1% | -10.7% | +20.2% |
| YTD | +44.0% | +48.0% | -4.0% | +33.3% |
| 1Y | +50.4% | +34.5% | +15.9% | +41.0% |
| 3Y | +153.6% | +38.3% | +115.2% | +127.7% |
| All | +214.3% | -71.1% | +285.4% | +234.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling