+192.6%
USFD vs SPXS
-81.6%
+274.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.4% |
| 7D | +3.0% | +7.5% | -4.5% | +5.7% |
| 30D | +11.1% | +17.5% | -6.4% | +17.4% |
| 3M | -0.3% | +14.7% | -14.9% | +4.8% |
| 6M | +15.9% | -0.1% | +16.0% | +16.9% |
| YTD | +41.6% | -19.7% | +61.4% | +34.0% |
| 1Y | +49.4% | -23.6% | +73.0% | +39.5% |
| 3Y | +157.8% | -79.2% | +237.0% | +64.4% |
| All | +192.6% | -81.6% | +274.1% | +114.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling