+162.8%
USFD vs SBAC
-8.8%
+171.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | +3.5% | +6.9% | -3.4% | +2.6% |
| 3M | +26.6% | -8.2% | +34.8% | +27.7% |
| 6M | +11.7% | -1.6% | +13.3% | +11.9% |
| YTD | +38.1% | -0.1% | +38.2% | +38.0% |
| 1Y | +33.4% | -0.5% | +33.8% | +33.2% |
| All | +162.8% | -8.8% | +171.6% | +165.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling