+341.3%
USFD vs SIRI
+3.7%
+337.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.8% | +2.2% | +2.9% |
| 7D | +3.9% | +11.4% | -7.5% | +1.1% |
| 30D | +12.8% | +24.2% | -11.4% | +6.8% |
| 3M | +1.0% | +11.1% | -10.2% | -2.0% |
| 6M | +30.3% | +23.9% | +6.4% | +22.6% |
| YTD | +46.0% | +70.0% | -24.0% | +25.6% |
| 1Y | +49.6% | +56.6% | -7.0% | +31.5% |
| 3Y | +166.3% | -21.4% | +187.6% | +168.6% |
| 5Y | +208.4% | -38.3% | +246.7% | +214.9% |
| 10Y | +371.2% | -3.5% | +374.7% | +330.5% |
| All | +341.3% | +3.7% | +337.6% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling