+33.4%
USFD vs SONY
-10.8%
+44.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -3.0% | -1.2% | -1.8% | -2.8% |
| 30D | +3.5% | +9.4% | -5.9% | +1.8% |
| 3M | +26.6% | +10.5% | +16.1% | +23.8% |
| 6M | +11.7% | +11.7% | 0.0% | +8.8% |
| YTD | +38.1% | -4.1% | +42.2% | +36.7% |
| 1Y | +33.4% | -11.8% | +45.2% | +33.5% |
| All | +33.4% | -10.8% | +44.2% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 1y: compounded portfolio wealth divided by compounded SONY 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…
1y analysis · Full analysis span regression · 6 months rolling