+317.7%
USFD vs SFM
+226.0%
+91.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | +26.6% | +1.5% | +25.0% | +25.9% |
| 6M | +11.7% | +6.5% | +5.2% | +9.8% |
| YTD | +38.1% | +2.2% | +36.0% | +36.4% |
| 1Y | +33.4% | -41.9% | +75.3% | +42.2% |
| 3Y | +155.8% | +106.8% | +49.1% | +126.6% |
| 5Y | +214.0% | +231.6% | -17.5% | +157.5% |
| 10Y | +320.4% | +258.4% | +61.9% | +235.8% |
| All | +317.7% | +226.0% | +91.7% | +238.2% |
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 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