+353.3%
USFD vs SCCO
+701.7%
-348.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.2% | -0.6% |
| 7D | +1.3% | +1.7% | -0.4% | +0.8% |
| 30D | +10.6% | -18.1% | +28.7% | +16.9% |
| 3M | -2.4% | -12.8% | +10.4% | +0.6% |
| 6M | +28.9% | -8.5% | +37.4% | +28.9% |
| YTD | +43.7% | +23.9% | +19.8% | +26.5% |
| 1Y | +48.5% | +30.0% | +18.5% | +28.4% |
| 3Y | +154.7% | +175.2% | -20.5% | +54.6% |
| 5Y | +218.4% | +249.4% | -31.0% | +65.6% |
| All | +353.3% | +701.7% | -348.4% | +58.5% |
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