+317.7%
USFD vs SUI
+135.8%
+181.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | 0.0% | -0.2% |
| 7D | -3.0% | -2.8% | -0.2% | -1.5% |
| 30D | +3.5% | -1.2% | +4.7% | +4.1% |
| 3M | +26.6% | -1.7% | +28.3% | +27.6% |
| 6M | +11.7% | -10.5% | +22.2% | +18.4% |
| YTD | +38.1% | -1.8% | +40.0% | +38.9% |
| 1Y | +33.4% | -4.1% | +37.5% | +35.5% |
| 3Y | +155.8% | +11.3% | +144.6% | +128.8% |
| 5Y | +214.0% | -32.1% | +246.1% | +278.5% |
| 10Y | +320.4% | +110.4% | +209.9% | +230.3% |
| All | +317.7% | +135.8% | +181.9% | +224.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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