+367.0%
USFD vs SWK
+21.9%
+345.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -0.2% | -2.3% | +2.1% | +1.0% |
| 30D | +12.3% | +30.4% | -18.1% | -1.2% |
| 3M | -0.7% | +12.1% | -12.8% | -6.3% |
| 6M | +31.3% | +49.1% | -17.8% | +6.7% |
| YTD | +45.7% | +60.4% | -14.7% | +12.4% |
| 1Y | +52.1% | +78.3% | -26.2% | +10.8% |
| 3Y | +158.2% | +53.3% | +104.9% | +85.9% |
| 5Y | +213.8% | -27.0% | +240.7% | +241.8% |
| 10Y | +367.0% | +20.8% | +346.2% | +265.0% |
| All | +367.0% | +21.9% | +345.1% | +265.0% |
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