+99.6%
STM vs USFD
+34.2%
+65.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +1.9% |
| 7D | +5.8% | -3.0% | +8.8% | +5.9% |
| 30D | -1.0% | +3.5% | -4.5% | -1.0% |
| 3M | -33.3% | +26.6% | -59.8% | -34.9% |
| 6M | +57.4% | +11.7% | +45.7% | +56.3% |
| YTD | +102.2% | +38.1% | +64.1% | +99.2% |
| 1Y | +99.6% | +33.4% | +66.2% | +93.7% |
| All | +99.6% | +34.2% | +65.4% | +93.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling