+328.2%
USFD vs SPY
+315.3%
+12.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.5% |
| 7D | +3.0% | -2.7% | +5.7% | +6.1% |
| 30D | +11.1% | -5.4% | +16.5% | +18.0% |
| 3M | -0.3% | -4.1% | +3.8% | +4.2% |
| 6M | +15.9% | +0.7% | +15.2% | +13.7% |
| YTD | +41.6% | +8.7% | +33.0% | +26.6% |
| 1Y | +49.4% | +10.9% | +38.5% | +30.4% |
| 3Y | +157.8% | +75.0% | +82.8% | +27.4% |
| 5Y | +176.6% | +67.8% | +108.8% | +44.7% |
| 10Y | +375.4% | +312.9% | +62.5% | +11.5% |
| All | +328.2% | +315.3% | +12.9% | +0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling