+526.3%
SPMO vs USFD
+306.5%
+219.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +1.0% |
| 7D | +2.7% | -7.0% | +9.7% | +4.2% |
| 30D | +1.1% | -10.3% | +11.4% | +3.3% |
| 3M | +2.0% | +9.2% | -7.1% | -0.2% |
| 6M | +26.5% | +7.4% | +19.1% | +23.9% |
| YTD | +26.5% | +29.4% | -2.9% | +18.5% |
| 1Y | +27.9% | +24.8% | +3.1% | +20.6% |
| 3Y | +160.4% | +150.0% | +10.4% | +112.1% |
| 5Y | +151.5% | +195.5% | -44.0% | +95.7% |
| 10Y | +526.3% | +315.7% | +210.6% | +367.8% |
| All | +526.3% | +306.5% | +219.8% | +367.8% |
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