+106.6%
STLD vs USFD
+159.7%
-53.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.8% | -4.8% | -6.8% |
| 7D | -12.5% | +3.9% | -16.4% | -13.4% |
| 30D | -6.8% | +10.7% | -17.5% | -9.6% |
| 3M | -16.4% | +6.3% | -22.7% | -18.2% |
| 6M | -6.1% | +16.2% | -22.3% | -11.3% |
| YTD | +32.0% | +41.9% | -9.9% | +13.6% |
| 1Y | +45.5% | +44.2% | +1.3% | +24.1% |
| All | +106.6% | +159.7% | -53.1% | +39.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling