+157.8%
USFD vs SPXS
-79.2%
+237.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.4% |
| 7D | +3.0% | +7.5% | -4.5% | +4.9% |
| 30D | +11.1% | +17.5% | -6.4% | +15.5% |
| 3M | -0.3% | +14.7% | -14.9% | +3.3% |
| 6M | +15.9% | -0.1% | +16.0% | +16.6% |
| YTD | +41.6% | -19.7% | +61.4% | +35.9% |
| 1Y | +49.4% | -23.6% | +73.0% | +41.8% |
| 3Y | +157.8% | -79.2% | +237.0% | +89.2% |
| All | +157.8% | -79.2% | +237.0% | +89.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling