+3,786.6%
STRL vs USFD
+359.1%
+3,427.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.6% | -0.3% |
| 7D | +23.4% | +1.3% | +22.1% | +23.0% |
| 30D | -39.5% | +10.6% | -50.1% | -42.3% |
| 3M | -45.1% | -2.4% | -42.6% | -45.2% |
| 6M | -64.6% | +28.9% | -93.5% | -68.6% |
| YTD | -1.5% | +43.7% | -45.2% | -16.2% |
| 1Y | -20.8% | +48.5% | -69.3% | -33.4% |
| 3Y | +353.1% | +154.7% | +198.4% | +215.1% |
| 5Y | +942.9% | +218.4% | +724.5% | +559.4% |
| All | +3,786.6% | +359.1% | +3,427.5% | +2,259.3% |
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 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