+460.5%
SPMO vs USFD
+359.9%
+100.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | +6.3% | +1.7% | +4.7% | +6.0% |
| 30D | -8.9% | +10.2% | -19.0% | -10.8% |
| 3M | -13.2% | -1.5% | -11.7% | -13.2% |
| 6M | -9.3% | +27.3% | -36.6% | -14.3% |
| YTD | +11.6% | +44.0% | -32.4% | +2.0% |
| 1Y | +13.4% | +50.4% | -37.0% | +2.6% |
| 3Y | +122.9% | +153.6% | -30.7% | +80.6% |
| 5Y | +113.9% | +219.0% | -105.0% | +63.6% |
| All | +460.5% | +359.9% | +100.6% | +311.1% |
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