+166.3%
USFD vs SAN
+258.9%
-92.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.1% | -3.1% | +2.0% |
| 7D | +3.9% | +8.7% | -4.8% | +2.5% |
| 30D | +12.8% | -6.5% | +19.3% | +13.7% |
| 3M | +1.0% | -14.2% | +15.2% | +3.0% |
| 6M | +30.3% | +2.7% | +27.5% | +28.9% |
| YTD | +46.0% | +8.9% | +37.1% | +42.0% |
| 1Y | +49.6% | +23.4% | +26.2% | +41.8% |
| 3Y | +166.3% | +257.9% | -91.7% | +105.0% |
| All | +166.3% | +258.9% | -92.6% | +105.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling