+353.3%
USFD vs SONY
+366.0%
-12.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.6% |
| 7D | +1.3% | -3.2% | +4.5% | +2.5% |
| 30D | +10.6% | +9.6% | +1.0% | +6.8% |
| 3M | -2.4% | +13.3% | -15.7% | -7.0% |
| 6M | +28.9% | +20.3% | +8.6% | +19.6% |
| YTD | +43.7% | +4.1% | +39.6% | +40.0% |
| 1Y | +48.5% | -11.9% | +60.4% | +54.0% |
| 3Y | +154.7% | +56.6% | +98.1% | +102.8% |
| 5Y | +218.4% | +10.9% | +207.4% | +186.6% |
| All | +353.3% | +366.0% | -12.7% | +177.3% |
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