+354.1%
USFD vs SBAC
+114.8%
+239.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +1.7% | +0.6% | +1.0% | +1.5% |
| 30D | +10.2% | +5.5% | +4.7% | +8.7% |
| 3M | -1.5% | +3.1% | -4.6% | -2.4% |
| 6M | +27.3% | -7.0% | +34.4% | +28.9% |
| YTD | +44.0% | +0.5% | +43.5% | +42.1% |
| 1Y | +50.4% | +0.2% | +50.1% | +48.4% |
| 3Y | +153.6% | -7.4% | +160.9% | +150.2% |
| 5Y | +219.0% | -39.7% | +258.7% | +251.1% |
| All | +354.1% | +114.8% | +239.3% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling