+354.1%
USFD vs SPYG
+393.2%
-39.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.9% |
| 7D | +1.7% | +2.3% | -0.7% | -0.3% |
| 30D | +10.2% | -6.5% | +16.6% | +16.0% |
| 3M | -1.5% | -6.8% | +5.4% | +3.9% |
| 6M | +27.3% | -3.1% | +30.5% | +28.5% |
| YTD | +44.0% | +8.0% | +36.0% | +30.8% |
| 1Y | +50.4% | +10.2% | +40.1% | +34.0% |
| 3Y | +153.6% | +91.0% | +62.6% | +29.6% |
| 5Y | +219.0% | +67.7% | +151.2% | +84.2% |
| All | +354.1% | +393.2% | -39.0% | -4.6% |
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