+305.5%
USFD vs SNY
+64.5%
+241.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.9% | -0.8% |
| 7D | -8.4% | -3.3% | -5.0% | -7.4% |
| 30D | -14.1% | -2.2% | -11.9% | -13.5% |
| 3M | +4.5% | -3.0% | +7.5% | +5.4% |
| 6M | +4.4% | +2.7% | +1.6% | +3.3% |
| YTD | +26.6% | -6.8% | +33.4% | +28.5% |
| 1Y | +19.4% | -5.3% | +24.6% | +20.0% |
| 3Y | +144.6% | -9.8% | +154.4% | +142.4% |
| 5Y | +194.5% | +9.7% | +184.9% | +162.2% |
| All | +305.5% | +64.5% | +241.0% | +220.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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