+146.4%
USFD vs SNY
-9.7%
+156.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -8.0% | -3.6% | -4.4% | -7.7% |
| 30D | -13.1% | -1.9% | -11.2% | -12.9% |
| 3M | +6.5% | -2.0% | +8.5% | +6.7% |
| 6M | +5.7% | +2.5% | +3.2% | +5.6% |
| YTD | +27.5% | -7.0% | +34.5% | +27.9% |
| 1Y | +23.4% | -4.4% | +27.8% | +23.4% |
| All | +146.4% | -9.7% | +156.1% | +141.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling