-17.9%
STM vs USFD
+184.3%
-202.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | -2.8% | -9.6% | -11.0% |
| 7D | -20.1% | +3.9% | -24.0% | -21.9% |
| 30D | -32.0% | +10.7% | -42.7% | -35.7% |
| 3M | -24.2% | +6.3% | -30.5% | -27.1% |
| 6M | -29.9% | +16.2% | -46.2% | -36.5% |
| YTD | +54.9% | +41.9% | +13.0% | +23.3% |
| 1Y | +68.0% | +44.2% | +23.8% | +31.8% |
| 3Y | -0.1% | +159.8% | -159.9% | -45.7% |
| 5Y | -17.9% | +177.1% | -195.0% | -61.3% |
| All | -17.9% | +184.3% | -202.1% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling