+216.3%
USFD vs SPXU
-86.1%
+302.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | 0.0% |
| 7D | -3.0% | -0.1% | -2.9% | -3.0% |
| 30D | +3.5% | +0.8% | +2.7% | +3.8% |
| 3M | +26.6% | -4.7% | +31.3% | +25.1% |
| 6M | +11.7% | -29.6% | +41.3% | +0.7% |
| YTD | +38.1% | -29.9% | +68.0% | +24.5% |
| 1Y | +33.4% | -39.1% | +72.5% | +15.2% |
| 3Y | +155.8% | -80.0% | +235.8% | +62.7% |
| All | +216.3% | -86.1% | +302.4% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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