+315.7%
USFD vs SPYG
+412.5%
-96.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.2% |
| 7D | -7.0% | +0.3% | -7.3% | -7.3% |
| 30D | -10.3% | -1.7% | -8.6% | -9.1% |
| 3M | +9.2% | +3.6% | +5.5% | +4.9% |
| 6M | +7.4% | +16.6% | -9.2% | -7.7% |
| YTD | +29.4% | +13.4% | +16.0% | +13.5% |
| 1Y | +24.8% | +19.6% | +5.3% | +3.9% |
| 3Y | +150.0% | +99.8% | +50.2% | +23.8% |
| 5Y | +195.5% | +85.0% | +110.5% | +56.3% |
| 10Y | +315.7% | +422.1% | -106.4% | -12.9% |
| All | +315.7% | +412.5% | -96.8% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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