+353.3%
USFD vs SSNC
+184.2%
+169.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +1.3% | +1.4% | 0.0% | +0.5% |
| 30D | +10.6% | -2.6% | +13.2% | +12.1% |
| 3M | -2.4% | -0.6% | -1.8% | -2.6% |
| 6M | +28.9% | +19.9% | +9.0% | +13.5% |
| YTD | +43.7% | -8.2% | +51.9% | +46.8% |
| 1Y | +48.5% | -5.5% | +54.0% | +48.8% |
| 3Y | +154.7% | +56.8% | +97.9% | +77.0% |
| 5Y | +218.4% | +7.8% | +210.6% | +182.5% |
| All | +353.3% | +184.2% | +169.1% | +171.2% |
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