+183.4%
USFD vs SITM
+3,415.8%
-3,232.4%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +9.6% | -6.6% | +1.8% |
| 7D | +3.9% | +9.4% | -5.5% | +2.2% |
| 30D | +12.8% | -25.4% | +38.2% | +16.2% |
| 3M | +1.0% | -37.0% | +38.0% | +5.7% |
| 6M | +30.3% | -45.1% | +75.4% | +36.7% |
| YTD | +46.0% | +29.4% | +16.6% | +31.9% |
| 1Y | +49.6% | +39.8% | +9.8% | +33.0% |
| 3Y | +166.3% | +328.2% | -162.0% | +79.1% |
| 5Y | +208.4% | +87.4% | +121.0% | +117.9% |
| All | +183.4% | +3,415.8% | -3,232.4% | -2.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling