+33.4%
USFD vs SCCO
+109.6%
-76.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | -3.0% | -5.3% | +2.3% | -2.7% |
| 30D | +3.5% | +2.7% | +0.9% | +3.3% |
| 3M | +26.6% | +4.2% | +22.4% | +26.1% |
| 6M | +11.7% | -0.6% | +12.3% | +11.3% |
| YTD | +38.1% | +45.0% | -6.8% | +32.5% |
| 1Y | +33.4% | +109.3% | -75.9% | +25.7% |
| All | +33.4% | +109.6% | -76.2% | +25.7% |
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