+15.7%
STM vs USFD
+156.9%
-141.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.2% | +2.0% |
| 7D | +5.8% | -3.0% | +8.8% | +6.8% |
| 30D | -1.0% | +3.5% | -4.5% | -2.3% |
| 3M | -33.3% | +26.6% | -59.8% | -39.7% |
| 6M | +57.4% | +11.7% | +45.7% | +50.0% |
| YTD | +102.2% | +38.1% | +64.1% | +72.1% |
| 1Y | +99.6% | +33.4% | +66.2% | +72.2% |
| All | +15.7% | +156.9% | -141.1% | -20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling