+314.7%
SPYM vs USFD
+322.5%
-7.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.3% |
| 7D | +0.6% | -3.3% | +3.9% | +1.4% |
| 30D | -0.9% | -5.3% | +4.4% | +0.3% |
| 3M | +3.9% | +18.8% | -14.9% | -0.6% |
| 6M | +14.5% | +14.3% | +0.3% | +10.3% |
| YTD | +13.0% | +36.9% | -23.9% | +3.5% |
| 1Y | +19.4% | +31.7% | -12.3% | +10.2% |
| 3Y | +78.9% | +164.5% | -85.6% | +38.4% |
| 5Y | +82.3% | +212.6% | -130.3% | +33.6% |
| 10Y | +314.7% | +329.7% | -15.0% | +172.7% |
| All | +314.7% | +322.5% | -7.8% | +172.7% |
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