+216.3%
USFD vs SBAC
-43.7%
+260.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -3.0% | -0.8% | -2.2% | -2.9% |
| 30D | +3.5% | +6.9% | -3.4% | +2.0% |
| 3M | +26.6% | -8.2% | +34.8% | +28.6% |
| 6M | +11.7% | -1.6% | +13.3% | +11.3% |
| YTD | +38.1% | -0.1% | +38.2% | +37.1% |
| 1Y | +33.4% | -0.5% | +33.8% | +32.3% |
| 3Y | +155.8% | -9.1% | +164.9% | +153.9% |
| All | +216.3% | -43.7% | +260.0% | +256.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling