+213.8%
USFD vs SFM
+111.2%
+102.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.5% | -0.7% |
| 7D | -0.2% | -7.1% | +6.9% | +1.0% |
| 30D | +12.3% | -21.4% | +33.7% | +16.0% |
| 3M | -0.7% | -40.1% | +39.4% | +7.0% |
| 6M | +31.3% | -38.0% | +69.3% | +40.1% |
| YTD | +45.7% | -36.5% | +82.2% | +53.8% |
| 1Y | +52.1% | -35.2% | +87.3% | +59.7% |
| 3Y | +158.2% | +23.5% | +134.8% | +137.5% |
| 5Y | +213.8% | +109.7% | +104.0% | +134.2% |
| All | +213.8% | +111.2% | +102.6% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling