+341.3%
USFD vs SCCO
+918.3%
-577.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.2% | +1.6% |
| 7D | +3.9% | -0.9% | +4.8% | +4.2% |
| 30D | +12.8% | -15.0% | +27.9% | +17.9% |
| 3M | +1.0% | -9.1% | +10.1% | +2.8% |
| 6M | +30.3% | -0.9% | +31.1% | +27.2% |
| YTD | +46.0% | +29.7% | +16.3% | +27.6% |
| 1Y | +49.6% | +38.2% | +11.5% | +27.7% |
| 3Y | +166.3% | +191.5% | -25.2% | +62.4% |
| 5Y | +208.4% | +281.7% | -73.3% | +60.4% |
| 10Y | +371.2% | +830.3% | -459.1% | +70.7% |
| All | +341.3% | +918.3% | -577.0% | +56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling