+334.0%
SPGI vs USFD
+369.2%
-35.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.6% | +8.4% | -6.8% | -0.5% |
| 30D | +16.1% | +12.7% | +3.3% | +12.6% |
| 3M | +15.5% | +1.1% | +14.3% | +15.0% |
| 6M | +19.6% | +30.2% | -10.5% | +11.5% |
| YTD | -3.6% | +45.8% | -49.4% | -13.6% |
| 1Y | +2.2% | +51.9% | -49.7% | -9.5% |
| 3Y | +30.1% | +158.5% | -128.4% | -0.3% |
| 5Y | +14.9% | +208.0% | -193.1% | -17.2% |
| 10Y | +334.0% | +376.6% | -42.6% | +154.9% |
| All | +334.0% | +369.2% | -35.3% | +154.9% |
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 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