+371.2%
USFD vs SSNC
+177.4%
+193.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.8% | +2.9% |
| 7D | +3.9% | -4.5% | +8.4% | +6.7% |
| 30D | +12.8% | -3.9% | +16.7% | +15.2% |
| 3M | +1.0% | -1.3% | +2.3% | +1.3% |
| 6M | +30.3% | +14.1% | +16.1% | +18.1% |
| YTD | +46.0% | -9.9% | +55.9% | +50.8% |
| 1Y | +49.6% | -6.2% | +55.8% | +50.4% |
| 3Y | +166.3% | +56.1% | +110.2% | +85.4% |
| 5Y | +208.4% | +5.4% | +203.0% | +177.5% |
| 10Y | +371.2% | +172.3% | +198.9% | +184.1% |
| All | +371.2% | +177.4% | +193.8% | +184.1% |
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