+208.0%
USFD vs SAN
+298.8%
-90.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +8.4% | +10.8% | -2.4% | +5.3% |
| 30D | +12.7% | -5.7% | +18.5% | +14.4% |
| 3M | +1.1% | -13.4% | +14.6% | +4.9% |
| 6M | +30.2% | +3.5% | +26.6% | +27.6% |
| YTD | +45.8% | +9.7% | +36.1% | +39.0% |
| 1Y | +51.9% | +20.9% | +31.1% | +40.1% |
| 3Y | +158.5% | +254.3% | -95.8% | +58.0% |
| 5Y | +208.0% | +304.2% | -96.2% | +85.3% |
| All | +208.0% | +298.8% | -90.7% | +85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling