+116.1%
SPG vs USFD
+369.2%
-253.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +5.6% | +8.4% | -2.8% | +0.4% |
| 30D | +17.6% | +12.7% | +4.8% | +9.1% |
| 3M | +7.5% | +1.1% | +6.3% | +6.1% |
| 6M | +18.5% | +30.2% | -11.6% | -0.3% |
| YTD | +30.9% | +45.8% | -14.9% | +0.2% |
| 1Y | +34.1% | +51.9% | -17.8% | -0.3% |
| 3Y | +135.5% | +158.5% | -22.9% | +21.6% |
| 5Y | +86.5% | +208.0% | -121.5% | -18.4% |
| 10Y | +116.1% | +376.6% | -260.5% | -39.1% |
| All | +116.1% | +369.2% | -253.2% | -39.1% |
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 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