+376.6%
USFD vs SBAC
+103.9%
+272.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +8.4% | +3.6% | +4.7% | +7.5% |
| 30D | +12.7% | +4.9% | +7.8% | +11.4% |
| 3M | +1.1% | +6.5% | -5.3% | -0.6% |
| 6M | +30.2% | -11.1% | +41.3% | +33.2% |
| YTD | +45.8% | +0.9% | +44.9% | +43.8% |
| 1Y | +51.9% | -1.6% | +53.5% | +50.6% |
| 3Y | +158.5% | -7.0% | +165.5% | +154.8% |
| 5Y | +208.0% | -39.2% | +247.3% | +238.2% |
| 10Y | +376.6% | +111.4% | +265.2% | +308.7% |
| All | +376.6% | +103.9% | +272.7% | +308.7% |
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