+101.3%
SPMO vs USFD
+188.3%
-87.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -8.7% | +3.0% | -11.7% | -9.6% |
| 30D | -18.7% | +11.1% | -29.7% | -21.4% |
| 3M | -16.4% | -0.3% | -16.1% | -16.6% |
| 6M | -11.9% | +15.9% | -27.7% | -16.7% |
| YTD | +4.9% | +41.6% | -36.7% | -8.7% |
| 1Y | +6.2% | +49.4% | -43.2% | -9.5% |
| 3Y | +115.1% | +157.8% | -42.7% | +50.8% |
| All | +101.3% | +188.3% | -87.0% | +31.4% |
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