+367.0%
USFD vs SAN
+275.0%
+92.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.2% |
| 7D | -0.2% | +3.4% | -3.6% | -1.8% |
| 30D | +12.3% | -6.3% | +18.6% | +15.6% |
| 3M | -0.7% | -14.1% | +13.4% | +6.0% |
| 6M | +31.3% | +4.2% | +27.1% | +26.5% |
| YTD | +45.7% | +9.0% | +36.7% | +34.5% |
| 1Y | +52.1% | +18.8% | +33.4% | +34.1% |
| 3Y | +158.2% | +252.0% | -93.8% | +20.1% |
| 5Y | +213.8% | +299.5% | -85.7% | +27.5% |
| 10Y | +367.0% | +276.7% | +90.4% | +61.1% |
| All | +367.0% | +275.0% | +92.0% | +61.1% |
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