+158.5%
USFD vs SBAC
-7.1%
+165.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +8.4% | +3.6% | +4.7% | +7.9% |
| 30D | +12.7% | +4.9% | +7.8% | +12.0% |
| 3M | +1.1% | +6.5% | -5.3% | +0.2% |
| 6M | +30.2% | -11.1% | +41.3% | +31.7% |
| YTD | +45.8% | +0.9% | +44.9% | +45.5% |
| 1Y | +51.9% | -1.6% | +53.5% | +51.9% |
| 3Y | +158.5% | -7.0% | +165.5% | +157.8% |
| All | +158.5% | -7.1% | +165.6% | +157.8% |
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