+340.6%
USFD vs SCCO
+898.6%
-558.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | -0.2% | -2.4% | +2.2% | +0.5% |
| 30D | +12.3% | -16.5% | +28.8% | +17.9% |
| 3M | -0.7% | -10.4% | +9.7% | +1.5% |
| 6M | +31.3% | -2.8% | +34.0% | +28.9% |
| YTD | +45.7% | +27.2% | +18.6% | +28.0% |
| 1Y | +52.1% | +33.6% | +18.5% | +31.2% |
| 3Y | +158.2% | +182.4% | -24.2% | +59.1% |
| 5Y | +213.8% | +262.8% | -49.0% | +66.5% |
| 10Y | +367.0% | +724.4% | -357.4% | +71.2% |
| All | +340.6% | +898.6% | -558.0% | +57.1% |
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