+357.2%
USFD vs SSNC
+176.8%
+180.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | +3.0% | -3.3% | +6.3% | +5.0% |
| 30D | +11.1% | -1.3% | +12.3% | +11.6% |
| 3M | -0.3% | -2.3% | +2.0% | +0.6% |
| 6M | +15.9% | +12.6% | +3.2% | +5.9% |
| YTD | +41.6% | -10.1% | +51.7% | +46.5% |
| 1Y | +49.4% | -6.6% | +56.0% | +50.5% |
| 3Y | +157.8% | +54.0% | +103.9% | +81.2% |
| 5Y | +176.6% | +7.0% | +169.7% | +146.2% |
| All | +357.2% | +176.8% | +180.4% | +176.0% |
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