-64.8%
SPCH vs USFD
+14.5%
-79.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.8% | -0.2% | +17.0% | +16.8% |
| 7D | -3.0% | +3.0% | -6.0% | -2.1% |
| 30D | -39.8% | +11.1% | -50.9% | -41.3% |
| 3M | +16.8% | -0.3% | +17.1% | +20.2% |
| All | -64.8% | +14.5% | -79.2% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling