+254.8%
SPOT vs USFD
+219.8%
+35.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | -2.9% | -3.3% | +0.5% | -2.1% |
| 30D | +8.3% | -5.3% | +13.6% | +9.6% |
| 3M | +5.1% | +18.8% | -13.7% | +0.8% |
| 6M | -6.5% | +14.3% | -20.7% | -9.7% |
| YTD | -9.0% | +36.9% | -45.8% | -16.7% |
| 1Y | -26.4% | +31.7% | -58.1% | -32.1% |
| 3Y | +240.0% | +164.5% | +75.6% | +165.8% |
| 5Y | +111.7% | +212.6% | -100.9% | +59.8% |
| All | +254.8% | +219.8% | +35.0% | +191.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling