+192.6%
USFD vs SPY
+67.4%
+125.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | +3.0% | -2.7% | +5.7% | +5.6% |
| 30D | +11.1% | -5.4% | +16.5% | +16.8% |
| 3M | -0.3% | -4.1% | +3.8% | +3.5% |
| 6M | +15.9% | +0.7% | +15.2% | +14.1% |
| YTD | +41.6% | +8.7% | +33.0% | +28.8% |
| 1Y | +49.4% | +10.9% | +38.5% | +33.0% |
| 3Y | +157.8% | +75.0% | +82.8% | +37.2% |
| All | +192.6% | +67.4% | +125.2% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling