+363.0%
USFD vs SWK
+30.0%
+332.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.2% | -1.6% |
| 7D | +3.9% | +11.3% | -7.3% | -1.3% |
| 30D | +10.7% | +28.1% | -17.4% | -1.8% |
| 3M | +6.3% | +12.6% | -6.3% | +0.1% |
| 6M | +16.2% | +51.7% | -35.5% | -6.3% |
| YTD | +41.9% | +60.0% | -18.1% | +9.6% |
| 1Y | +44.2% | +72.7% | -28.5% | +6.9% |
| 3Y | +159.8% | +46.3% | +113.5% | +92.3% |
| 5Y | +177.1% | -24.6% | +201.7% | +194.9% |
| All | +363.0% | +30.0% | +332.9% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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