+216.3%
USFD vs SM
+107.8%
+108.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | -0.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +3.5% | +26.3% | -22.8% | +0.7% |
| 3M | +26.6% | +8.7% | +17.9% | +24.7% |
| 6M | +11.7% | +51.7% | -40.0% | +4.5% |
| YTD | +38.1% | +99.0% | -60.9% | +23.7% |
| 1Y | +33.4% | +34.6% | -1.2% | +26.1% |
| 3Y | +155.8% | -7.8% | +163.6% | +148.1% |
| All | +216.3% | +107.8% | +108.5% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling