+376.6%
USFD vs SM
+4.2%
+372.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.3% |
| 7D | +8.4% | -19.5% | +27.9% | +11.7% |
| 30D | +12.7% | -20.2% | +33.0% | +16.2% |
| 3M | +1.1% | -6.5% | +7.6% | +1.2% |
| 6M | +30.2% | +1.6% | +28.6% | +27.2% |
| YTD | +45.8% | +61.2% | -15.4% | +30.1% |
| 1Y | +51.9% | +65.4% | -13.4% | +34.6% |
| 3Y | +158.5% | -13.0% | +171.5% | +147.0% |
| 5Y | +208.0% | -4.3% | +212.3% | +175.5% |
| 10Y | +376.6% | +3.0% | +373.5% | +125.1% |
| All | +376.6% | +4.2% | +372.4% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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