+328.2%
USFD vs SFM
+96.6%
+231.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.7% | +0.5% |
| 7D | +3.0% | -1.2% | +4.2% | +3.1% |
| 30D | +11.1% | -24.8% | +35.8% | +14.9% |
| 3M | -0.3% | -43.7% | +43.4% | +7.3% |
| 6M | +15.9% | -37.3% | +53.1% | +22.4% |
| YTD | +41.6% | -38.4% | +80.0% | +49.1% |
| 1Y | +49.4% | -36.9% | +86.3% | +56.6% |
| 3Y | +157.8% | +20.7% | +137.2% | +144.9% |
| 5Y | +176.6% | +103.5% | +73.2% | +141.7% |
| 10Y | +375.4% | +139.7% | +235.6% | +300.9% |
| All | +328.2% | +96.6% | +231.6% | +269.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling