+24.8%
USFD vs SPYG
+20.0%
+4.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.5% |
| 7D | -7.0% | +0.3% | -7.3% | -7.0% |
| 30D | -10.3% | -1.7% | -8.6% | -10.3% |
| 3M | +9.2% | +3.6% | +5.5% | +9.0% |
| 6M | +7.4% | +16.6% | -9.2% | +4.6% |
| YTD | +29.4% | +13.4% | +16.0% | +26.4% |
| 1Y | +24.8% | +19.6% | +5.3% | +21.7% |
| All | +24.8% | +20.0% | +4.9% | +21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling