+315.7%
USFD vs SCCO
+1,159.3%
-843.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | -7.0% | +2.4% | -9.5% | -7.7% |
| 30D | -10.3% | +6.4% | -16.7% | -12.2% |
| 3M | +9.2% | +21.6% | -12.4% | +1.6% |
| 6M | +7.4% | +13.4% | -6.0% | +0.7% |
| YTD | +29.4% | +52.6% | -23.2% | +8.2% |
| 1Y | +24.8% | +122.4% | -97.5% | -9.2% |
| 3Y | +150.0% | +208.5% | -58.5% | +51.3% |
| 5Y | +195.5% | +353.9% | -158.4% | +44.2% |
| 10Y | +315.7% | +1,187.3% | -871.5% | +36.7% |
| All | +315.7% | +1,159.3% | -843.6% | +36.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling