+317.7%
USFD vs SHAK
+91.4%
+226.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | +3.5% | -6.6% | +10.2% | +5.6% |
| 3M | +26.6% | +30.1% | -3.5% | +14.6% |
| 6M | +11.7% | -28.7% | +40.5% | +20.5% |
| YTD | +38.1% | -14.5% | +52.6% | +38.2% |
| 1Y | +33.4% | -31.9% | +65.3% | +43.3% |
| 3Y | +155.8% | -1.0% | +156.8% | +118.1% |
| 5Y | +214.0% | -18.7% | +232.7% | +168.6% |
| 10Y | +320.4% | +98.1% | +222.2% | +142.4% |
| All | +317.7% | +91.4% | +226.2% | +141.1% |
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