+328.2%
USFD vs SBAC
+112.7%
+215.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.3% |
| 7D | +3.0% | +1.2% | +1.7% | +2.7% |
| 30D | +11.1% | +11.2% | -0.1% | +8.2% |
| 3M | -0.3% | +4.5% | -4.7% | -1.5% |
| 6M | +15.9% | -12.2% | +28.0% | +18.9% |
| YTD | +41.6% | -0.1% | +41.7% | +40.0% |
| 1Y | +49.4% | -0.3% | +49.7% | +47.6% |
| 3Y | +157.8% | -8.7% | +166.6% | +155.6% |
| 5Y | +176.6% | -40.2% | +216.8% | +203.9% |
| 10Y | +375.4% | +97.3% | +278.0% | +312.0% |
| All | +328.2% | +112.7% | +215.5% | +278.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling