+354.1%
USFD vs SPY
+307.0%
+47.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.6% |
| 7D | +1.7% | +2.6% | -0.9% | -1.2% |
| 30D | +10.2% | -2.0% | +12.1% | +12.5% |
| 3M | -1.5% | -2.8% | +1.3% | +1.5% |
| 6M | +27.3% | +2.1% | +25.2% | +23.0% |
| YTD | +44.0% | +11.5% | +32.5% | +24.9% |
| 1Y | +50.4% | +13.5% | +36.9% | +27.7% |
| 3Y | +153.6% | +77.7% | +75.9% | +21.8% |
| 5Y | +219.0% | +72.6% | +146.4% | +59.8% |
| All | +354.1% | +307.0% | +47.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling