+49.8%
USFD vs SCCO
+43.0%
+6.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.9% | +6.5% | +8.3% |
| 7D | +7.8% | -7.9% | +15.7% | +8.4% |
| 30D | +16.2% | -13.0% | +29.2% | +17.1% |
| 3M | +11.0% | -6.9% | +17.9% | +11.2% |
| 6M | +20.7% | +11.0% | +9.8% | +17.9% |
| YTD | +46.0% | +30.3% | +15.7% | +33.3% |
| 1Y | +49.8% | +45.0% | +4.8% | +32.4% |
| All | +49.8% | +43.0% | +6.8% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling