+257.9%
SPOT vs USFD
+156.3%
+101.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | +1.6% | +1.7% | -0.1% | +1.3% |
| 30D | +16.9% | +10.2% | +6.8% | +14.8% |
| 3M | +23.0% | -1.5% | +24.4% | +23.2% |
| 6M | +42.2% | +27.3% | +14.8% | +34.9% |
| YTD | +5.5% | +44.0% | -38.5% | -7.3% |
| 1Y | -5.1% | +50.4% | -55.4% | -18.3% |
| 3Y | +257.9% | +153.6% | +104.3% | +158.7% |
| All | +257.9% | +156.3% | +101.6% | +158.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling