+153.6%
USFD vs SFM
+27.3%
+126.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | 0.0% |
| 7D | +1.7% | +6.0% | -4.4% | +0.7% |
| 30D | +10.2% | -19.5% | +29.6% | +13.1% |
| 3M | -1.5% | -37.0% | +35.5% | +5.0% |
| 6M | +27.3% | -41.0% | +68.4% | +36.7% |
| YTD | +44.0% | -34.6% | +78.6% | +50.9% |
| 1Y | +50.4% | -36.3% | +86.6% | +58.1% |
| 3Y | +153.6% | +24.5% | +129.0% | +121.1% |
| All | +153.6% | +27.3% | +126.2% | +121.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling