+216.3%
USFD vs SONY
+16.3%
+200.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.2% |
| 7D | -3.0% | -1.2% | -1.8% | -2.6% |
| 30D | +3.5% | +9.4% | -5.9% | +0.5% |
| 3M | +26.6% | +10.5% | +16.1% | +22.2% |
| 6M | +11.7% | +11.7% | 0.0% | +7.0% |
| YTD | +38.1% | -4.1% | +42.2% | +39.1% |
| 1Y | +33.4% | -11.8% | +45.2% | +37.5% |
| 3Y | +155.8% | +45.9% | +109.9% | +109.8% |
| All | +216.3% | +16.3% | +200.0% | +183.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling