+52.1%
USFD vs SCCO
+32.2%
+19.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | +12.3% | -16.5% | +28.8% | +13.6% |
| 3M | -0.7% | -10.4% | +9.7% | -0.2% |
| 6M | +31.3% | -2.8% | +34.0% | +30.3% |
| YTD | +45.7% | +27.2% | +18.6% | +31.6% |
| 1Y | +52.1% | +33.6% | +18.5% | +34.4% |
| All | +52.1% | +32.2% | +19.9% | +34.4% |
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