+59.0%
SPG vs USFD
+322.6%
-263.6%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | -2.4% | -3.0% | +0.6% | -0.6% |
| 30D | -6.8% | +3.5% | -10.4% | -9.1% |
| 3M | +2.7% | +26.6% | -23.9% | -11.5% |
| 6M | +5.5% | +11.7% | -6.2% | -2.6% |
| YTD | +15.7% | +38.1% | -22.4% | -8.0% |
| 1Y | +20.9% | +33.4% | -12.5% | -2.3% |
| 3Y | +112.4% | +155.8% | -43.4% | +10.4% |
| 5Y | +101.4% | +214.0% | -112.7% | -13.4% |
| All | +59.0% | +322.6% | -263.6% | -52.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling