+212.6%
USFD vs SCCO
+339.1%
-126.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.8% | -1.8% |
| 7D | -3.3% | +3.4% | -6.8% | -3.9% |
| 30D | -5.3% | +6.6% | -11.9% | -6.5% |
| 3M | +18.8% | +24.5% | -5.7% | +13.4% |
| 6M | +14.3% | +16.5% | -2.2% | +9.5% |
| YTD | +36.9% | +52.1% | -15.3% | +22.7% |
| 1Y | +31.7% | +114.2% | -82.5% | +8.7% |
| 3Y | +164.5% | +207.4% | -43.0% | +90.6% |
| 5Y | +212.6% | +353.7% | -141.2% | +92.3% |
| All | +212.6% | +339.1% | -126.5% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling