+799.8%
STLD vs USFD
+375.5%
+424.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.3% |
| 30D | -0.1% | +12.3% | -12.4% | -5.2% |
| 3M | -9.2% | -0.7% | -8.5% | -9.5% |
| 6M | +1.8% | +31.3% | -29.5% | -10.7% |
| YTD | +42.1% | +45.7% | -3.6% | +17.7% |
| 1Y | +58.5% | +52.1% | +6.4% | +28.6% |
| 3Y | +128.2% | +158.2% | -30.0% | +44.6% |
| 5Y | +288.2% | +213.8% | +74.5% | +121.1% |
| 10Y | +799.8% | +367.0% | +432.8% | +284.9% |
| All | +799.8% | +375.5% | +424.3% | +284.9% |
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