+376.6%
USFD vs SFM
+138.5%
+238.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.1% |
| 7D | +8.4% | -6.9% | +15.3% | +9.5% |
| 30D | +12.7% | -25.0% | +37.7% | +16.7% |
| 3M | +1.1% | -42.7% | +43.9% | +8.6% |
| 6M | +30.2% | -41.0% | +71.2% | +38.8% |
| YTD | +45.8% | -38.7% | +84.5% | +53.8% |
| 1Y | +51.9% | -38.1% | +90.1% | +59.8% |
| 3Y | +158.5% | +19.3% | +139.1% | +145.7% |
| 5Y | +208.0% | +103.1% | +104.9% | +168.9% |
| 10Y | +376.6% | +131.1% | +245.5% | +311.6% |
| All | +376.6% | +138.5% | +238.1% | +311.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling