+354.1%
USFD vs SAN
+270.1%
+84.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +1.7% | +4.0% | -2.3% | -0.3% |
| 30D | +10.2% | -7.8% | +18.0% | +14.2% |
| 3M | -1.5% | -16.4% | +14.9% | +6.5% |
| 6M | +27.3% | +3.5% | +23.8% | +23.1% |
| YTD | +44.0% | +6.7% | +37.3% | +34.2% |
| 1Y | +50.4% | +14.5% | +35.9% | +34.9% |
| 3Y | +153.6% | +243.5% | -90.0% | +19.4% |
| 5Y | +219.0% | +296.2% | -77.2% | +29.8% |
| All | +354.1% | +270.1% | +84.0% | +58.0% |
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