+397.1%
SPGI vs USFD
+340.6%
+56.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -1.2% |
| 7D | +2.6% | +3.9% | -1.4% | +1.5% |
| 30D | +19.3% | +10.7% | +8.6% | +16.2% |
| 3M | +15.5% | +6.3% | +9.1% | +13.5% |
| 6M | +18.3% | +16.2% | +2.1% | +13.4% |
| YTD | -3.8% | +41.9% | -45.7% | -13.1% |
| 1Y | +1.3% | +44.2% | -42.9% | -9.0% |
| 3Y | +33.6% | +159.8% | -126.2% | +2.4% |
| 5Y | +13.2% | +177.1% | -163.9% | -16.2% |
| 10Y | +346.3% | +376.2% | -29.9% | +164.9% |
| All | +397.1% | +340.6% | +56.5% | +196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling