+165.7%
USFD vs SITM
+4,507.3%
-4,341.6%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.6% |
| 7D | -3.3% | +8.4% | -11.7% | -4.4% |
| 30D | -5.3% | -17.4% | +12.1% | -3.2% |
| 3M | +18.8% | -9.8% | +28.6% | +18.5% |
| 6M | +14.3% | +83.0% | -68.7% | +0.7% |
| YTD | +36.9% | +69.6% | -32.7% | +20.8% |
| 1Y | +31.7% | +144.9% | -113.2% | +8.0% |
| 3Y | +164.5% | +429.9% | -265.4% | +75.0% |
| 5Y | +212.6% | +169.2% | +43.4% | +110.5% |
| All | +165.7% | +4,507.3% | -4,341.6% | -10.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling