+60.1%
STLD vs USFD
+49.6%
+10.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +8.5% | -11.5% | -3.6% |
| 7D | -3.9% | +7.8% | -11.8% | -4.4% |
| 30D | -0.4% | +16.2% | -16.5% | -1.6% |
| 3M | -9.2% | +11.0% | -20.2% | -10.1% |
| 6M | +5.0% | +20.7% | -15.8% | +2.3% |
| YTD | +42.8% | +46.0% | -3.1% | +32.3% |
| 1Y | +60.1% | +49.8% | +10.3% | +47.3% |
| All | +60.1% | +49.6% | +10.5% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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