+165.1%
USFD vs SSNC
+56.7%
+108.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -3.0% | +0.6% | -3.7% | -3.2% |
| 30D | +3.5% | +6.0% | -2.5% | +1.8% |
| 3M | +26.6% | +21.0% | +5.6% | +19.7% |
| 6M | +11.7% | +12.1% | -0.4% | +8.1% |
| YTD | +38.1% | -3.2% | +41.4% | +41.6% |
| 1Y | +33.4% | -4.4% | +37.7% | +37.4% |
| All | +165.1% | +56.7% | +108.5% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling