+556.5%
SPMO vs USFD
+329.0%
+227.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +1.9% | +1.6% |
| 7D | +2.0% | -3.0% | +5.0% | +2.6% |
| 30D | -0.4% | +3.5% | -3.9% | -1.2% |
| 3M | -1.9% | +26.6% | -28.5% | -7.0% |
| 6M | +25.0% | +11.7% | +13.3% | +21.6% |
| YTD | +26.0% | +38.1% | -12.1% | +16.6% |
| 1Y | +28.7% | +33.4% | -4.7% | +19.7% |
| 3Y | +160.9% | +155.8% | +5.1% | +111.9% |
| 5Y | +147.9% | +214.0% | -66.1% | +90.9% |
| 10Y | +518.9% | +320.4% | +198.6% | +358.3% |
| All | +556.5% | +329.0% | +227.5% | +387.3% |
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