+264.0%
SPOT vs USFD
+222.7%
+41.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.1% |
| 7D | -0.9% | -3.0% | +2.1% | -0.3% |
| 30D | +12.5% | +3.5% | +9.0% | +11.5% |
| 3M | +9.9% | +26.6% | -16.7% | +3.9% |
| 6M | +1.6% | +11.7% | -10.1% | -1.5% |
| YTD | -6.6% | +38.1% | -44.7% | -14.7% |
| 1Y | -22.9% | +33.4% | -56.3% | -29.1% |
| 3Y | +244.3% | +155.8% | +88.5% | +171.1% |
| 5Y | +117.8% | +214.0% | -96.2% | +64.1% |
| All | +264.0% | +222.7% | +41.3% | +198.7% |
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 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