+267.2%
STLD vs USFD
+184.3%
+82.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.8% | -4.8% | -6.5% |
| 7D | -12.5% | +3.9% | -16.4% | -14.0% |
| 30D | -6.8% | +10.7% | -17.5% | -10.9% |
| 3M | -16.4% | +6.3% | -22.7% | -19.1% |
| 6M | -6.1% | +16.2% | -22.3% | -13.2% |
| YTD | +32.0% | +41.9% | -9.9% | +9.7% |
| 1Y | +45.5% | +44.2% | +1.3% | +19.7% |
| 3Y | +106.5% | +159.8% | -53.3% | +24.5% |
| 5Y | +267.2% | +177.1% | +90.1% | +105.7% |
| All | +267.2% | +184.3% | +82.9% | +105.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling