+317.7%
USFD vs SPY
+334.0%
-16.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | -3.0% | +0.1% | -3.1% | -3.2% |
| 30D | +3.5% | +0.1% | +3.5% | +3.4% |
| 3M | +26.6% | +2.0% | +24.6% | +22.9% |
| 6M | +11.7% | +13.0% | -1.3% | -3.9% |
| YTD | +38.1% | +13.5% | +24.6% | +17.8% |
| 1Y | +33.4% | +20.0% | +13.4% | +6.4% |
| 3Y | +155.8% | +77.2% | +78.6% | +25.2% |
| 5Y | +214.0% | +81.9% | +132.2% | +49.4% |
| 10Y | +320.4% | +314.1% | +6.3% | -4.8% |
| All | +317.7% | +334.0% | -16.3% | -6.2% |
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