+212.6%
USFD vs SIRI
-43.5%
+256.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.8% |
| 7D | -3.3% | +4.3% | -7.6% | -3.8% |
| 30D | -5.3% | -2.8% | -2.5% | -5.1% |
| 3M | +18.8% | +5.9% | +12.9% | +17.9% |
| 6M | +14.3% | +31.9% | -17.7% | +10.5% |
| YTD | +36.9% | +48.7% | -11.8% | +30.3% |
| 1Y | +31.7% | +23.2% | +8.5% | +27.9% |
| 3Y | +164.5% | -23.9% | +188.3% | +164.4% |
| 5Y | +212.6% | -43.4% | +256.0% | +227.4% |
| All | +212.6% | -43.5% | +256.1% | +227.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling