+161.4%
SPMO vs USFD
+165.3%
-4.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.7% |
| 7D | +2.0% | -3.0% | +5.0% | +2.8% |
| 30D | -0.4% | +3.5% | -3.9% | -1.4% |
| 3M | -1.9% | +26.6% | -28.5% | -9.2% |
| 6M | +25.0% | +11.7% | +13.3% | +20.3% |
| YTD | +26.0% | +38.1% | -12.1% | +10.6% |
| 1Y | +28.7% | +33.4% | -4.7% | +14.3% |
| All | +161.4% | +165.3% | -4.0% | +86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling