+3,667.8%
STRL vs USFD
+369.7%
+3,298.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.6% | +3.5% |
| 7D | -26.9% | +3.0% | -29.9% | -28.4% |
| 30D | -52.7% | +11.1% | -63.7% | -55.0% |
| 3M | -52.8% | -0.3% | -52.6% | -53.4% |
| 6M | -71.5% | +15.9% | -87.4% | -73.6% |
| YTD | -17.4% | +41.6% | -59.1% | -29.5% |
| 1Y | -35.0% | +49.4% | -84.4% | -45.5% |
| 3Y | +239.2% | +157.8% | +81.4% | +134.6% |
| 5Y | +830.2% | +176.6% | +653.5% | +513.8% |
| All | +3,667.8% | +369.7% | +3,298.1% | +2,217.7% |
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