+68.3%
SPYM vs USFD
+188.3%
-120.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | -2.7% | +3.0% | -5.6% | -3.7% |
| 30D | -5.4% | +11.1% | -16.4% | -8.5% |
| 3M | -4.1% | -0.3% | -3.8% | -4.3% |
| 6M | +0.8% | +15.9% | -15.1% | -4.7% |
| YTD | +8.8% | +41.6% | -32.9% | -5.4% |
| 1Y | +11.0% | +49.4% | -38.4% | -5.6% |
| 3Y | +75.5% | +157.8% | -82.3% | +20.3% |
| All | +68.3% | +188.3% | -120.0% | +5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling