+392.6%
STM vs USFD
+369.7%
+22.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.5% |
| 7D | -10.7% | +3.0% | -13.7% | -12.0% |
| 30D | -25.7% | +11.1% | -36.8% | -29.0% |
| 3M | -21.6% | -0.3% | -21.3% | -21.9% |
| 6M | -27.8% | +15.9% | -43.7% | -32.8% |
| YTD | +61.8% | +41.6% | +20.1% | +38.0% |
| 1Y | +78.1% | +49.4% | +28.7% | +48.4% |
| 3Y | +4.9% | +157.8% | -152.9% | -29.5% |
| 5Y | -14.3% | +176.6% | -190.9% | -44.7% |
| All | +392.6% | +369.7% | +22.9% | +152.0% |
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 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