+0.8%
SPGI vs USFD
+50.4%
-49.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.3% |
| 7D | -0.8% | +1.3% | -2.1% | -0.9% |
| 30D | +14.3% | +10.6% | +3.7% | +13.6% |
| 3M | +14.5% | -2.4% | +16.9% | +13.8% |
| 6M | +17.3% | +28.9% | -11.6% | +17.9% |
| YTD | -4.6% | +43.7% | -48.3% | -4.5% |
| 1Y | +0.8% | +48.5% | -47.7% | +1.0% |
| All | +0.8% | +50.4% | -49.6% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling