+315.7%
USFD vs SONY
+276.5%
+39.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.3% |
| 7D | -7.0% | -4.9% | -2.1% | -5.3% |
| 30D | -10.3% | -1.6% | -8.7% | -9.9% |
| 3M | +9.2% | +10.0% | -0.8% | +5.1% |
| 6M | +7.4% | +8.4% | -1.0% | +3.4% |
| YTD | +29.4% | -8.4% | +37.8% | +32.4% |
| 1Y | +24.8% | -18.4% | +43.2% | +32.7% |
| 3Y | +150.0% | +41.0% | +109.0% | +106.6% |
| 5Y | +195.5% | +9.3% | +186.2% | +166.2% |
| 10Y | +315.7% | +281.7% | +34.0% | +162.9% |
| All | +315.7% | +276.5% | +39.3% | +162.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling