+489.2%
SPCX vs USFD
+107.1%
+382.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -2.1% |
| 7D | +3.6% | +1.7% | +1.9% | -11.9% |
| 30D | -8.6% | +10.2% | -18.7% | -83.4% |
| 3M | -1.5% | -1.5% | -0.1% | -65.7% |
| 6M | +442.8% | +48.8% | +394.0% | -91.4% |
| YTD | +442.8% | +48.8% | +394.0% | -91.4% |
| 1Y | +442.8% | +48.8% | +394.0% | -91.4% |
| All | +489.2% | +107.1% | +382.1% | -90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling