+317.7%
USFD vs SBAC
+112.7%
+205.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.1% |
| 7D | -3.0% | -0.8% | -2.2% | -2.8% |
| 30D | +3.5% | +6.9% | -3.4% | +1.9% |
| 3M | +26.6% | -8.2% | +34.8% | +28.8% |
| 6M | +11.7% | -1.6% | +13.3% | +11.0% |
| YTD | +38.1% | -0.1% | +38.2% | +36.7% |
| 1Y | +33.4% | -0.5% | +33.8% | +32.0% |
| 3Y | +155.8% | -9.1% | +164.9% | +153.7% |
| 5Y | +214.0% | -43.8% | +257.8% | +250.7% |
| 10Y | +320.4% | +80.5% | +239.8% | +267.9% |
| All | +317.7% | +112.7% | +205.0% | +269.6% |
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