+465.1%
STM vs USFD
+359.9%
+105.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +12.0% | +1.7% | +10.3% | +11.4% |
| 30D | -0.4% | +10.2% | -10.5% | -4.3% |
| 3M | -13.2% | -1.5% | -11.7% | -13.2% |
| 6M | -26.1% | +27.3% | -53.4% | -33.6% |
| YTD | +81.2% | +44.0% | +37.2% | +53.7% |
| 1Y | +98.3% | +50.4% | +48.0% | +65.0% |
| 3Y | +16.7% | +153.6% | -136.8% | -21.0% |
| 5Y | -4.8% | +219.0% | -223.8% | -41.3% |
| All | +465.1% | +359.9% | +105.1% | +195.4% |
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