+168.1%
USFD vs SITM
+4,608.4%
-4,440.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.5% | -6.9% | -1.2% |
| 7D | -3.0% | +9.7% | -12.7% | -4.3% |
| 30D | +3.5% | +12.7% | -9.2% | +1.3% |
| 3M | +26.6% | -13.4% | +40.0% | +26.7% |
| 6M | +11.7% | +59.6% | -47.9% | +0.4% |
| YTD | +38.1% | +73.3% | -35.2% | +21.6% |
| 1Y | +33.4% | +165.5% | -132.2% | +7.9% |
| 3Y | +155.8% | +368.7% | -212.9% | +73.2% |
| 5Y | +214.0% | +172.5% | +41.5% | +111.3% |
| All | +168.1% | +4,608.4% | -4,440.2% | -10.0% |
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