+214.3%
USFD vs SBAC
-39.6%
+253.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +1.7% | +0.6% | +1.0% | +1.5% |
| 30D | +10.2% | +5.5% | +4.7% | +8.8% |
| 3M | -1.5% | +3.1% | -4.6% | -2.3% |
| 6M | +27.3% | -7.0% | +34.4% | +28.8% |
| YTD | +44.0% | +0.5% | +43.5% | +42.5% |
| 1Y | +50.4% | +0.2% | +50.1% | +48.8% |
| 3Y | +153.6% | -7.4% | +160.9% | +150.1% |
| All | +214.3% | -39.6% | +253.9% | +244.0% |
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