+334.3%
SPGI vs USFD
+368.6%
-34.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | -0.1% |
| 7D | -0.9% | +3.9% | -4.8% | -1.9% |
| 30D | +15.5% | +12.8% | +2.7% | +12.0% |
| 3M | +15.7% | +1.0% | +14.7% | +15.2% |
| 6M | +19.1% | +30.3% | -11.2% | +10.9% |
| YTD | -4.1% | +46.0% | -50.0% | -14.0% |
| 1Y | +1.2% | +49.6% | -48.4% | -10.1% |
| 3Y | +31.6% | +166.3% | -134.7% | +0.1% |
| 5Y | +12.4% | +208.4% | -195.9% | -19.0% |
| 10Y | +334.3% | +371.2% | -37.0% | +157.8% |
| All | +334.3% | +368.6% | -34.3% | +157.8% |
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