+311.1%
SPY vs USFD
+375.5%
-64.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | -0.9% | -0.2% | -0.7% | -0.9% |
| 30D | -2.4% | +12.3% | -14.7% | -5.2% |
| 3M | -1.2% | -0.7% | -0.5% | -1.2% |
| 6M | +3.3% | +31.3% | -28.0% | -3.9% |
| YTD | +12.3% | +45.7% | -33.4% | +1.1% |
| 1Y | +12.4% | +52.1% | -39.7% | 0.0% |
| 3Y | +78.8% | +158.2% | -79.4% | +39.0% |
| 5Y | +75.2% | +213.8% | -138.6% | +28.1% |
| 10Y | +311.1% | +367.0% | -55.9% | +169.2% |
| All | +311.1% | +375.5% | -64.4% | +169.2% |
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