+446.4%
SPMO vs USFD
+339.9%
+106.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -8.7% | +3.0% | -11.7% | -9.3% |
| 30D | -18.7% | +11.1% | -29.7% | -20.6% |
| 3M | -16.4% | -0.3% | -16.1% | -16.6% |
| 6M | -11.9% | +15.9% | -27.7% | -15.1% |
| YTD | +4.9% | +41.6% | -36.7% | -3.7% |
| 1Y | +6.2% | +49.4% | -43.2% | -3.7% |
| 3Y | +115.1% | +157.8% | -42.7% | +74.1% |
| 5Y | +102.2% | +176.6% | -74.4% | +58.8% |
| 10Y | +422.3% | +375.4% | +47.0% | +283.4% |
| All | +446.4% | +339.9% | +106.6% | +302.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling