+308.8%
SPOT vs USFD
+241.0%
+67.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.3% |
| 7D | +2.5% | +3.9% | -1.4% | +1.6% |
| 30D | +15.1% | +12.8% | +2.3% | +12.0% |
| 3M | +24.8% | +1.0% | +23.8% | +24.2% |
| 6M | +45.8% | +30.3% | +15.5% | +36.6% |
| YTD | +4.9% | +46.0% | -41.1% | -5.5% |
| 1Y | -1.3% | +49.6% | -50.9% | -11.7% |
| 3Y | +257.7% | +166.3% | +91.4% | +179.1% |
| 5Y | +118.5% | +208.4% | -89.9% | +64.1% |
| All | +308.8% | +241.0% | +67.8% | +230.8% |
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