+196.8%
USFD vs SNY
+9.1%
+187.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | -8.0% | -3.6% | -4.4% | -7.3% |
| 30D | -13.1% | -1.9% | -11.2% | -12.8% |
| 3M | +6.5% | -2.0% | +8.5% | +6.9% |
| 6M | +5.7% | +2.5% | +3.2% | +5.1% |
| YTD | +27.5% | -7.0% | +34.5% | +28.8% |
| 1Y | +23.4% | -4.4% | +27.8% | +23.6% |
| 3Y | +146.4% | -8.4% | +154.8% | +143.7% |
| 5Y | +196.8% | +9.5% | +187.2% | +166.5% |
| All | +196.8% | +9.1% | +187.6% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling