+371.2%
USFD vs SAN
+267.2%
+104.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.1% | -3.1% | +0.2% |
| 7D | +3.9% | +8.7% | -4.8% | -0.1% |
| 30D | +12.8% | -6.5% | +19.3% | +16.2% |
| 3M | +1.0% | -14.2% | +15.2% | +7.8% |
| 6M | +30.3% | +2.7% | +27.5% | +26.4% |
| YTD | +46.0% | +8.9% | +37.1% | +34.8% |
| 1Y | +49.6% | +23.4% | +26.2% | +29.3% |
| 3Y | +166.3% | +257.9% | -91.7% | +23.1% |
| 5Y | +208.4% | +297.8% | -89.4% | +26.1% |
| 10Y | +371.2% | +259.6% | +111.6% | +67.1% |
| All | +371.2% | +267.2% | +104.0% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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