+56.2%
USFD vs SARO
-23.7%
+79.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.0% |
| 7D | -8.0% | -4.0% | -4.0% | -7.3% |
| 30D | -13.1% | -16.1% | +3.1% | -10.2% |
| 3M | +6.5% | -4.5% | +11.0% | +6.7% |
| 6M | +5.7% | -17.0% | +22.8% | +8.7% |
| YTD | +27.5% | -17.5% | +45.1% | +31.0% |
| 1Y | +23.4% | -12.3% | +35.7% | +24.3% |
| All | +56.2% | -23.7% | +79.9% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling