-60.5%
SPCH vs USFD
+18.0%
-78.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +3.1% | +8.9% | +11.7% |
| 7D | +6.2% | +3.9% | +2.3% | +7.3% |
| 30D | -28.1% | +12.8% | -40.9% | -29.5% |
| 3M | -0.5% | +1.0% | -1.5% | +3.3% |
| All | -60.5% | +18.0% | -78.5% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · Available span rolling