+312.8%
SPY vs USFD
+322.6%
-9.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +0.1% | -3.0% | +3.1% | +0.8% |
| 30D | +0.1% | +3.5% | -3.5% | -0.9% |
| 3M | +2.0% | +26.6% | -24.6% | -4.0% |
| 6M | +13.0% | +11.7% | +1.3% | +9.4% |
| YTD | +13.5% | +38.1% | -24.6% | +3.7% |
| 1Y | +20.0% | +33.4% | -13.4% | +10.4% |
| 3Y | +77.2% | +155.8% | -78.6% | +38.1% |
| 5Y | +81.9% | +214.0% | -132.2% | +33.1% |
| All | +312.8% | +322.6% | -9.7% | +171.9% |
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