+49.8%
USFD vs SITM
+47.5%
+2.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -9.4% | +17.8% | +8.2% |
| 7D | +7.8% | -19.5% | +27.4% | +7.4% |
| 30D | +16.2% | -43.2% | +59.4% | +15.4% |
| 3M | +11.0% | -30.8% | +41.8% | +10.5% |
| 6M | +20.7% | -28.6% | +49.3% | +20.3% |
| YTD | +46.0% | +14.2% | +31.8% | +45.4% |
| 1Y | +49.8% | +44.4% | +5.4% | +51.7% |
| All | +49.8% | +47.5% | +2.3% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling