+3,667.9%
STRL vs USFD
+359.9%
+3,308.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.2% | -3.1% |
| 7D | +15.7% | +1.7% | +14.0% | +15.1% |
| 30D | -35.5% | +10.2% | -45.6% | -38.4% |
| 3M | -47.1% | -1.5% | -45.7% | -47.4% |
| 6M | -65.8% | +27.3% | -93.1% | -69.5% |
| YTD | -4.5% | +44.0% | -48.5% | -18.8% |
| 1Y | -10.5% | +50.4% | -60.8% | -25.1% |
| 3Y | +340.6% | +153.6% | +187.0% | +206.9% |
| 5Y | +911.0% | +219.0% | +692.1% | +538.8% |
| All | +3,667.9% | +359.9% | +3,308.0% | +2,185.7% |
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