+151.2%
USFD vs SITM
+4,437.5%
-4,286.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.5% | -4.0% | -5.3% |
| 7D | -7.0% | +3.7% | -10.7% | -7.5% |
| 30D | -10.3% | -14.5% | +4.2% | -8.7% |
| 3M | +9.2% | -10.6% | +19.7% | +9.0% |
| 6M | +7.4% | +65.5% | -58.1% | -3.9% |
| YTD | +29.4% | +67.0% | -37.6% | +14.5% |
| 1Y | +24.8% | +138.6% | -113.8% | +2.7% |
| 3Y | +150.0% | +421.8% | -271.8% | +65.8% |
| 5Y | +195.5% | +172.4% | +23.1% | +98.4% |
| All | +151.2% | +4,437.5% | -4,286.3% | -15.2% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling