+362.2%
USFD vs SAN
+236.7%
+125.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.9% |
| 7D | +3.0% | +4.9% | -2.0% | +0.8% |
| 30D | +11.1% | -13.0% | +24.0% | +18.4% |
| 3M | -0.3% | -18.9% | +18.6% | +9.4% |
| 6M | +15.9% | -4.1% | +20.0% | +16.3% |
| YTD | +41.6% | +2.6% | +39.0% | +34.6% |
| 1Y | +49.4% | +16.9% | +32.5% | +32.5% |
| 3Y | +157.8% | +239.1% | -81.2% | +22.3% |
| 5Y | +176.6% | +266.8% | -90.2% | +18.0% |
| All | +362.2% | +236.7% | +125.5% | +68.6% |
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