+33.4%
USFD vs SFM
-41.4%
+74.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -0.6% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +3.5% | -4.4% | +7.9% | +3.8% |
| 3M | +26.6% | +1.5% | +25.0% | +26.3% |
| 6M | +11.7% | +6.5% | +5.2% | +10.8% |
| YTD | +38.1% | +2.2% | +36.0% | +36.8% |
| 1Y | +33.4% | -41.9% | +75.3% | +47.4% |
| All | +33.4% | -41.4% | +74.8% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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