+328.9%
USFD vs SAN
+249.3%
+79.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.6% |
| 7D | +3.9% | +3.5% | +0.4% | +2.4% |
| 30D | +10.7% | -13.2% | +23.9% | +17.6% |
| 3M | +6.3% | -16.9% | +23.3% | +14.8% |
| 6M | +16.2% | +2.3% | +13.9% | +13.3% |
| YTD | +41.9% | +4.9% | +36.9% | +34.2% |
| 1Y | +44.2% | +20.4% | +23.8% | +27.4% |
| 3Y | +159.8% | +243.2% | -83.4% | +30.6% |
| 5Y | +177.1% | +275.3% | -98.2% | +26.1% |
| 10Y | +376.2% | +254.0% | +122.2% | +86.9% |
| All | +328.9% | +249.3% | +79.6% | +67.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling