+1,081.9%
STLD vs USFD
+321.9%
+760.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.3% | -1.5% |
| 7D | +3.1% | -3.0% | +6.2% | +4.4% |
| 30D | -9.0% | +3.5% | -12.5% | -10.6% |
| 3M | -12.4% | +26.6% | -38.9% | -21.4% |
| 6M | +25.5% | +11.7% | +13.8% | +18.5% |
| YTD | +43.6% | +38.1% | +5.5% | +22.5% |
| 1Y | +87.2% | +33.4% | +53.8% | +61.5% |
| 3Y | +135.2% | +155.8% | -20.6% | +50.3% |
| 5Y | +290.9% | +214.0% | +76.8% | +122.7% |
| All | +1,081.9% | +321.9% | +760.0% | +429.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling