+116.5%
SPG vs USFD
+368.6%
-252.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +0.2% |
| 7D | +5.1% | +3.9% | +1.2% | +2.4% |
| 30D | +16.8% | +12.8% | +4.0% | +8.3% |
| 3M | +5.7% | +1.0% | +4.7% | +4.4% |
| 6M | +17.8% | +30.3% | -12.5% | -0.9% |
| YTD | +30.1% | +46.0% | -15.9% | -0.4% |
| 1Y | +32.8% | +49.6% | -16.8% | -0.4% |
| 3Y | +137.2% | +166.3% | -29.1% | +20.1% |
| 5Y | +81.5% | +208.4% | -126.9% | -20.6% |
| 10Y | +116.5% | +371.2% | -254.7% | -38.6% |
| All | +116.5% | +368.6% | -252.1% | -38.6% |
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