+79.0%
SPY vs USFD
+159.3%
-80.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.0% |
| 3M | -1.2% | -0.7% | -0.5% | -1.1% |
| 6M | +3.3% | +31.3% | -28.0% | -4.1% |
| YTD | +12.3% | +45.7% | -33.4% | -1.2% |
| 1Y | +12.4% | +52.1% | -39.7% | -2.9% |
| All | +79.0% | +159.3% | -80.4% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling