+359.6%
USFD vs SPXS
-99.5%
+459.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | -1.6% |
| 7D | -0.2% | +1.5% | -1.6% | +0.9% |
| 30D | +12.3% | +6.3% | +6.0% | +15.8% |
| 3M | -0.7% | +4.2% | -4.9% | +1.8% |
| 6M | +31.3% | -7.9% | +39.2% | +28.8% |
| YTD | +45.7% | -27.5% | +73.2% | +31.7% |
| 1Y | +52.1% | -27.0% | +79.2% | +38.4% |
| 3Y | +158.2% | -80.5% | +238.8% | +53.0% |
| 5Y | +213.8% | -84.0% | +297.7% | +109.2% |
| All | +359.6% | -99.5% | +459.1% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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