+340.6%
USFD vs SHAK
+107.0%
+233.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.3% |
| 7D | -0.2% | +3.0% | -3.2% | -1.2% |
| 30D | +12.3% | +8.2% | +4.1% | +9.3% |
| 3M | -0.7% | +4.6% | -5.3% | -2.7% |
| 6M | +31.3% | +16.3% | +14.9% | +22.3% |
| YTD | +45.7% | -7.6% | +53.3% | +41.4% |
| 1Y | +52.1% | -18.7% | +70.9% | +54.0% |
| 3Y | +158.2% | +36.4% | +121.9% | +94.4% |
| 5Y | +213.8% | -10.5% | +224.3% | +160.7% |
| 10Y | +367.0% | +99.0% | +268.0% | +162.7% |
| All | +340.6% | +107.0% | +233.6% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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