+150.2%
SPMO vs USFD
+214.9%
-64.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +3.4% | -3.3% | +6.7% | +4.4% |
| 30D | +0.5% | -5.3% | +5.8% | +2.1% |
| 3M | +1.9% | +18.8% | -16.9% | -4.0% |
| 6M | +27.8% | +14.3% | +13.5% | +21.6% |
| YTD | +26.7% | +36.9% | -10.2% | +12.3% |
| 1Y | +28.9% | +31.7% | -2.8% | +15.5% |
| 3Y | +160.7% | +164.5% | -3.8% | +84.2% |
| 5Y | +150.2% | +212.6% | -62.4% | +61.2% |
| All | +150.2% | +214.9% | -64.7% | +61.2% |
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