+110.2%
SPOT vs USFD
+188.3%
-78.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | +1.6% | +3.0% | -1.3% | +0.1% |
| 30D | +17.6% | +11.1% | +6.5% | +12.0% |
| 3M | +26.9% | -0.3% | +27.2% | +26.5% |
| 6M | +41.8% | +15.9% | +25.9% | +30.4% |
| YTD | +3.8% | +41.6% | -37.8% | -17.3% |
| 1Y | -2.5% | +49.4% | -51.9% | -25.1% |
| 3Y | +260.6% | +157.8% | +102.7% | +90.4% |
| All | +110.2% | +188.3% | -78.1% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling