+341.3%
USFD vs SPXS
-99.6%
+440.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -7.0% | +10.1% | +0.5% |
| 7D | +3.9% | -1.5% | +5.4% | +4.0% |
| 30D | +12.8% | +9.6% | +3.2% | +17.5% |
| 3M | +1.0% | +8.5% | -7.5% | +5.0% |
| 6M | +30.3% | -5.8% | +36.0% | +29.0% |
| YTD | +46.0% | -25.4% | +71.3% | +33.5% |
| 1Y | +49.6% | -28.8% | +78.4% | +34.9% |
| 3Y | +166.3% | -80.9% | +247.2% | +57.8% |
| 5Y | +208.4% | -83.1% | +291.5% | +111.2% |
| 10Y | +371.2% | -99.5% | +470.7% | +52.9% |
| All | +341.3% | -99.6% | +440.9% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling