+216.3%
USFD vs SFM
+230.0%
-13.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.2% | -0.8% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +3.5% | -4.4% | +7.9% | +4.2% |
| 3M | +26.6% | +1.5% | +25.0% | +25.8% |
| 6M | +11.7% | +6.5% | +5.2% | +9.4% |
| YTD | +38.1% | +2.2% | +36.0% | +36.0% |
| 1Y | +33.4% | -41.9% | +75.3% | +45.0% |
| 3Y | +155.8% | +106.8% | +49.1% | +118.2% |
| All | +216.3% | +230.0% | -13.6% | +136.6% |
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 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