+344.8%
SPGI vs USFD
+365.4%
-20.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +15.3% | +12.3% | +2.9% | +11.9% |
| 3M | +16.5% | -0.7% | +17.2% | +16.6% |
| 6M | +19.8% | +31.3% | -11.4% | +11.4% |
| YTD | -3.2% | +45.7% | -49.0% | -13.3% |
| 1Y | +1.8% | +52.1% | -50.3% | -10.0% |
| 3Y | +30.6% | +158.2% | -127.6% | +0.1% |
| 5Y | +16.0% | +213.8% | -197.7% | -16.8% |
| All | +344.8% | +365.4% | -20.7% | +159.4% |
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