+110.9%
SPG vs USFD
+369.7%
-258.8%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +4.9% | +3.0% | +1.9% | +2.8% |
| 30D | +15.6% | +11.1% | +4.5% | +8.2% |
| 3M | +4.1% | -0.3% | +4.4% | +3.6% |
| 6M | +13.6% | +15.9% | -2.3% | +2.4% |
| YTD | +27.5% | +41.6% | -14.1% | -0.6% |
| 1Y | +32.2% | +49.4% | -17.2% | -0.8% |
| 3Y | +126.0% | +157.8% | -31.8% | +16.7% |
| 5Y | +74.7% | +176.6% | -101.9% | -18.0% |
| All | +110.9% | +369.7% | -258.8% | -39.5% |
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