+367.0%
USFD vs SIRI
-4.5%
+371.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | -2.6% | +2.5% | +0.5% |
| 30D | +12.3% | +22.2% | -9.9% | +6.8% |
| 3M | -0.7% | +14.1% | -14.8% | -4.2% |
| 6M | +31.3% | +22.5% | +8.8% | +23.9% |
| YTD | +45.7% | +67.9% | -22.2% | +25.6% |
| 1Y | +52.1% | +54.6% | -2.4% | +34.0% |
| 3Y | +158.2% | -21.3% | +179.6% | +160.2% |
| 5Y | +213.8% | -40.4% | +254.1% | +226.0% |
| 10Y | +367.0% | -6.2% | +373.3% | +334.9% |
| All | +367.0% | -4.5% | +371.5% | +334.9% |
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