+312.2%
SPYM vs USFD
+368.6%
-56.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +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% | -4.3% |
| YTD | +11.3% | +46.0% | -34.7% | +0.2% |
| 1Y | +13.5% | +49.6% | -36.2% | +1.4% |
| 3Y | +80.3% | +166.3% | -86.0% | +39.2% |
| 5Y | +72.7% | +208.4% | -135.7% | +26.8% |
| 10Y | +312.2% | +371.2% | -59.0% | +174.0% |
| All | +312.2% | +368.6% | -56.4% | +174.0% |
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