+23.4%
USFD vs SARO
-11.3%
+34.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.2% |
| 7D | -8.0% | -4.0% | -4.0% | -7.6% |
| 30D | -13.1% | -16.1% | +3.1% | -11.5% |
| 3M | +6.5% | -4.5% | +11.0% | +6.3% |
| 6M | +5.7% | -17.0% | +22.8% | +7.1% |
| YTD | +27.5% | -17.5% | +45.1% | +29.3% |
| 1Y | +23.4% | -12.3% | +35.7% | +23.4% |
| All | +23.4% | -11.3% | +34.8% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling