+166.3%
USFD vs SIRI
-21.2%
+187.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +3.0% |
| 7D | +3.9% | +11.4% | -7.5% | +3.1% |
| 30D | +12.8% | +24.2% | -11.4% | +11.1% |
| 3M | +1.0% | +11.1% | -10.2% | +0.1% |
| 6M | +30.3% | +23.9% | +6.4% | +28.1% |
| YTD | +46.0% | +70.0% | -24.0% | +40.0% |
| 1Y | +49.6% | +56.6% | -7.0% | +44.4% |
| 3Y | +166.3% | -21.4% | +187.6% | +164.7% |
| All | +166.3% | -21.2% | +187.4% | +164.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling