+94.5%
SPG vs USFD
+340.6%
-246.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | +0.8% |
| 7D | +5.0% | +3.9% | +1.1% | +2.4% |
| 30D | +12.3% | +10.7% | +1.6% | +5.4% |
| 3M | +1.9% | +6.3% | -4.5% | -2.7% |
| 6M | +14.4% | +16.2% | -1.8% | +3.1% |
| YTD | +26.5% | +41.9% | -15.4% | -1.3% |
| 1Y | +30.7% | +44.2% | -13.5% | +0.4% |
| 3Y | +122.6% | +159.8% | -37.2% | +15.0% |
| 5Y | +73.3% | +177.1% | -103.8% | -18.2% |
| 10Y | +111.1% | +376.2% | -265.1% | -37.5% |
| All | +94.5% | +340.6% | -246.1% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling