+367.0%
USFD vs SBAC
+109.8%
+257.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -0.2% | -2.8% | +2.6% | +0.5% |
| 30D | +12.3% | +3.1% | +9.2% | +11.5% |
| 3M | -0.7% | +5.1% | -5.8% | -2.1% |
| 6M | +31.3% | -11.4% | +42.7% | +34.4% |
| YTD | +45.7% | +0.2% | +45.5% | +43.9% |
| 1Y | +52.1% | -3.9% | +56.1% | +51.8% |
| 3Y | +158.2% | -7.7% | +165.9% | +155.0% |
| 5Y | +213.8% | -39.7% | +253.5% | +245.2% |
| 10Y | +367.0% | +111.9% | +255.1% | +296.1% |
| All | +367.0% | +109.8% | +257.2% | +296.1% |
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