+307.3%
SPY vs USFD
+368.6%
-61.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +1.6% |
| 7D | +0.1% | +3.9% | -3.8% | -0.9% |
| 30D | -3.3% | +12.8% | -16.2% | -6.2% |
| 3M | -2.4% | +1.0% | -3.4% | -2.9% |
| 6M | +2.6% | +30.3% | -27.7% | -4.4% |
| YTD | +11.2% | +46.0% | -34.7% | +0.1% |
| 1Y | +13.4% | +49.6% | -36.2% | +1.3% |
| 3Y | +79.9% | +166.3% | -86.4% | +38.9% |
| 5Y | +72.2% | +208.4% | -136.2% | +26.4% |
| 10Y | +307.3% | +371.2% | -63.9% | +167.8% |
| All | +307.3% | +368.6% | -61.3% | +167.8% |
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