+157.8%
USFD vs SONY
+57.9%
+99.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.2% |
| 7D | +3.0% | +6.7% | -3.8% | +1.6% |
| 30D | +11.1% | +14.8% | -3.7% | +8.0% |
| 3M | -0.3% | +16.9% | -17.2% | -3.4% |
| 6M | +15.9% | +30.2% | -14.4% | +9.7% |
| YTD | +41.6% | +5.5% | +36.2% | +39.1% |
| 1Y | +49.4% | -4.6% | +54.0% | +49.4% |
| 3Y | +157.8% | +57.2% | +100.6% | +137.6% |
| All | +157.8% | +57.9% | +99.9% | +137.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling