+852.5%
STLD vs USFD
+369.7%
+482.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.5% |
| 7D | -11.1% | +3.0% | -14.1% | -12.4% |
| 30D | -4.8% | +11.1% | -15.8% | -9.3% |
| 3M | -14.6% | -0.3% | -14.3% | -15.1% |
| 6M | -7.4% | +15.9% | -23.3% | -14.3% |
| YTD | +32.6% | +41.6% | -9.1% | +11.1% |
| 1Y | +47.3% | +49.4% | -2.1% | +20.4% |
| 3Y | +107.5% | +157.8% | -50.3% | +31.6% |
| 5Y | +268.8% | +176.6% | +92.2% | +121.5% |
| All | +852.5% | +369.7% | +482.8% | +326.5% |
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