+166.3%
USFD vs SCCO
+187.0%
-20.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.2% | +2.5% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | +12.8% | -15.0% | +27.9% | +14.5% |
| 3M | +1.0% | -9.1% | +10.1% | +1.6% |
| 6M | +30.3% | -0.9% | +31.1% | +29.2% |
| YTD | +46.0% | +29.7% | +16.3% | +38.5% |
| 1Y | +49.6% | +38.2% | +11.5% | +40.6% |
| 3Y | +166.3% | +191.5% | -25.2% | +130.4% |
| All | +166.3% | +187.0% | -20.8% | +130.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling