+317.7%
USFD vs SPXS
-99.6%
+417.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | +0.1% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +3.5% | +0.8% | +2.7% | +3.9% |
| 3M | +26.6% | -4.7% | +31.3% | +24.8% |
| 6M | +11.7% | -29.6% | +41.3% | -1.0% |
| YTD | +38.1% | -29.8% | +67.9% | +22.4% |
| 1Y | +33.4% | -38.9% | +72.3% | +12.8% |
| 3Y | +155.8% | -79.6% | +235.4% | +55.8% |
| 5Y | +214.0% | -85.9% | +300.0% | +99.4% |
| 10Y | +320.4% | -99.5% | +419.9% | +31.9% |
| All | +317.7% | -99.6% | +417.3% | +30.0% |
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