+341.0%
USFD vs SONY
+403.4%
-62.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.4% |
| 7D | +8.4% | +5.2% | +3.2% | +6.3% |
| 30D | +12.7% | +10.7% | +2.0% | +8.6% |
| 3M | +1.1% | +12.1% | -11.0% | -3.2% |
| 6M | +30.2% | +32.6% | -2.4% | +16.6% |
| YTD | +45.8% | +4.3% | +41.5% | +42.1% |
| 1Y | +51.9% | -4.5% | +56.4% | +52.7% |
| 3Y | +158.5% | +56.9% | +101.6% | +107.1% |
| 5Y | +208.0% | +12.5% | +195.6% | +176.4% |
| 10Y | +376.6% | +371.7% | +4.8% | +185.4% |
| All | +341.0% | +403.4% | -62.4% | +161.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling