+317.7%
USFD vs SIRI
-8.7%
+326.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +0.3% |
| 7D | -3.0% | +1.6% | -4.6% | -3.5% |
| 30D | +3.5% | -4.7% | +8.2% | +4.6% |
| 3M | +26.6% | +5.3% | +21.3% | +24.5% |
| 6M | +11.7% | +30.5% | -18.8% | +3.4% |
| YTD | +38.1% | +49.6% | -11.5% | +22.9% |
| 1Y | +33.4% | +28.5% | +4.9% | +23.1% |
| 3Y | +155.8% | -27.5% | +183.3% | +159.3% |
| 5Y | +214.0% | -44.7% | +258.7% | +227.3% |
| 10Y | +320.4% | -12.6% | +333.0% | +295.9% |
| All | +317.7% | -8.7% | +326.4% | +288.8% |
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