+329.7%
USFD vs SSNC
+164.2%
+165.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.8% | +2.9% | +1.4% |
| 7D | -3.3% | -1.8% | -1.6% | -2.4% |
| 30D | -5.3% | +1.9% | -7.2% | -6.6% |
| 3M | +18.8% | +18.4% | +0.4% | +6.2% |
| 6M | +14.3% | +7.0% | +7.3% | +7.8% |
| YTD | +36.9% | -6.9% | +43.8% | +39.1% |
| 1Y | +31.7% | -8.2% | +39.9% | +34.5% |
| 3Y | +164.5% | +50.5% | +113.9% | +90.2% |
| 5Y | +212.6% | +17.4% | +195.2% | +162.1% |
| 10Y | +329.7% | +164.9% | +164.8% | +151.7% |
| All | +329.7% | +164.2% | +165.5% | +151.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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