+317.7%
USFD vs SM
+28.4%
+289.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | 0.0% |
| 7D | -3.0% | +0.1% | -3.1% | -3.0% |
| 30D | +3.5% | +26.3% | -22.8% | -0.5% |
| 3M | +26.6% | +8.7% | +17.9% | +23.9% |
| 6M | +11.7% | +51.7% | -40.0% | +2.6% |
| YTD | +38.1% | +99.0% | -60.9% | +20.6% |
| 1Y | +33.4% | +34.6% | -1.2% | +23.6% |
| 3Y | +155.8% | -7.8% | +163.6% | +144.6% |
| 5Y | +214.0% | +104.8% | +109.3% | +148.7% |
| 10Y | +320.4% | +7.2% | +313.1% | +104.8% |
| All | +317.7% | +28.4% | +289.3% | +100.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling