+422.5%
STM vs USFD
+368.6%
+53.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.6% |
| 7D | -5.6% | +3.9% | -9.5% | -7.2% |
| 30D | -14.4% | +12.8% | -27.3% | -18.6% |
| 3M | -20.5% | +1.0% | -21.4% | -21.2% |
| 6M | -24.5% | +30.3% | -54.8% | -32.7% |
| YTD | +72.7% | +46.0% | +26.7% | +45.8% |
| 1Y | +91.0% | +49.6% | +41.4% | +59.3% |
| 3Y | +13.5% | +166.3% | -152.8% | -24.6% |
| 5Y | -9.2% | +208.4% | -217.6% | -43.5% |
| 10Y | +422.5% | +371.2% | +51.3% | +164.6% |
| All | +422.5% | +368.6% | +53.9% | +164.6% |
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