+291.2%
USFD vs SNY
+57.6%
+233.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.3% |
| 7D | -7.0% | -3.6% | -3.4% | -6.0% |
| 30D | -10.3% | -1.4% | -8.8% | -9.9% |
| 3M | +9.2% | -4.2% | +13.4% | +10.4% |
| 6M | +7.4% | +2.0% | +5.4% | +6.5% |
| YTD | +29.4% | -6.7% | +36.1% | +31.3% |
| 1Y | +24.8% | -4.7% | +29.5% | +25.3% |
| 3Y | +150.0% | -8.1% | +158.1% | +146.0% |
| 5Y | +195.5% | +8.2% | +187.3% | +165.7% |
| 10Y | +315.7% | +64.8% | +250.9% | +226.3% |
| All | +291.2% | +57.6% | +233.6% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling