+353.3%
USFD vs SIRI
-7.8%
+361.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +1.3% | -3.7% | +5.0% | +2.3% |
| 30D | +10.6% | +20.4% | -9.9% | +5.5% |
| 3M | -2.4% | +12.5% | -14.9% | -5.5% |
| 6M | +28.9% | +23.4% | +5.5% | +21.5% |
| YTD | +43.7% | +65.2% | -21.5% | +24.4% |
| 1Y | +48.5% | +52.4% | -3.9% | +31.3% |
| 3Y | +154.7% | -22.6% | +177.3% | +157.8% |
| 5Y | +218.4% | -41.7% | +260.1% | +233.4% |
| All | +353.3% | -7.8% | +361.1% | +327.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling