+216.3%
USFD vs S
-71.4%
+287.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.0% | -7.7% | +4.7% | -2.1% |
| 30D | +3.5% | -5.3% | +8.9% | +3.9% |
| 3M | +26.6% | +20.3% | +6.3% | +23.0% |
| 6M | +11.7% | +47.4% | -35.7% | +4.8% |
| YTD | +38.1% | +32.5% | +5.6% | +31.1% |
| 1Y | +33.4% | +9.5% | +23.9% | +29.6% |
| 3Y | +155.8% | +15.5% | +140.3% | +138.5% |
| All | +216.3% | -71.4% | +287.7% | +211.3% |
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