+371.2%
USFD vs SM
+4.9%
+366.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.7% | +5.8% | +3.5% |
| 7D | +3.9% | -22.3% | +26.2% | +7.7% |
| 30D | +12.8% | -21.4% | +34.2% | +16.5% |
| 3M | +1.0% | +1.4% | -0.4% | -0.4% |
| 6M | +30.3% | +0.1% | +30.2% | +27.6% |
| YTD | +46.0% | +59.0% | -13.0% | +30.5% |
| 1Y | +49.6% | +64.3% | -14.7% | +32.7% |
| 3Y | +166.3% | -13.1% | +179.4% | +154.5% |
| 5Y | +208.4% | -13.9% | +222.3% | +180.7% |
| 10Y | +371.2% | +1.7% | +369.6% | +123.4% |
| All | +371.2% | +4.9% | +366.3% | +123.4% |
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