+317.7%
USFD vs SSNC
+205.0%
+112.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.3% |
| 7D | -3.0% | +0.6% | -3.7% | -3.4% |
| 30D | +3.5% | +6.0% | -2.5% | -0.1% |
| 3M | +26.6% | +21.0% | +5.6% | +12.0% |
| 6M | +11.7% | +12.1% | -0.4% | +2.7% |
| YTD | +38.1% | -3.2% | +41.4% | +37.3% |
| 1Y | +33.4% | -4.4% | +37.7% | +33.0% |
| 3Y | +155.8% | +51.6% | +104.2% | +85.3% |
| 5Y | +214.0% | +21.1% | +192.9% | +160.1% |
| 10Y | +320.4% | +177.7% | +142.7% | +143.4% |
| All | +317.7% | +205.0% | +112.7% | +134.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling