+48.5%
USFD vs SONY
-11.5%
+60.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +1.3% | -3.2% | +4.5% | +2.0% |
| 30D | +10.6% | +9.6% | +1.0% | +8.2% |
| 3M | -2.4% | +13.3% | -15.7% | -5.3% |
| 6M | +28.9% | +20.3% | +8.6% | +22.9% |
| YTD | +43.7% | +4.1% | +39.6% | +42.4% |
| 1Y | +48.5% | -11.9% | +60.4% | +58.6% |
| All | +48.5% | -11.5% | +60.0% | +58.6% |
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