+86.5%
SPG vs USFD
+208.7%
-122.2%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.7% |
| 7D | +5.6% | +8.4% | -2.8% | +2.1% |
| 30D | +17.6% | +12.7% | +4.8% | +11.8% |
| 3M | +7.5% | +1.1% | +6.3% | +6.6% |
| 6M | +18.5% | +30.2% | -11.6% | +5.7% |
| YTD | +30.9% | +45.8% | -14.9% | +8.9% |
| 1Y | +34.1% | +51.9% | -17.8% | +9.1% |
| 3Y | +135.5% | +158.5% | -22.9% | +46.2% |
| 5Y | +86.5% | +208.0% | -121.5% | +2.9% |
| All | +86.5% | +208.7% | -122.2% | +2.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling