+9.5%
SPGI vs USFD
+215.8%
-206.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | +0.1% | -3.0% | +3.2% | +1.0% |
| 30D | +8.4% | +3.5% | +4.9% | +7.2% |
| 3M | +11.8% | +26.6% | -14.7% | +4.1% |
| 6M | +5.7% | +11.7% | -6.0% | +1.7% |
| YTD | -9.7% | +38.1% | -47.8% | -19.6% |
| 1Y | -12.5% | +33.4% | -45.8% | -21.3% |
| 3Y | +21.8% | +155.8% | -134.0% | -13.0% |
| All | +9.5% | +215.8% | -206.4% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling