+3,815.6%
STRL vs USFD
+365.4%
+3,450.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.1% | +5.0% | +5.0% |
| 7D | +7.1% | -0.2% | +7.3% | +7.4% |
| 30D | -39.4% | +12.3% | -51.7% | -42.5% |
| 3M | -43.0% | -0.7% | -42.3% | -43.4% |
| 6M | -65.0% | +31.3% | -96.3% | -69.1% |
| YTD | -0.8% | +45.7% | -46.5% | -16.0% |
| 1Y | -20.3% | +52.1% | -72.4% | -33.5% |
| 3Y | +356.5% | +158.2% | +198.3% | +215.9% |
| 5Y | +952.8% | +213.8% | +739.1% | +568.3% |
| All | +3,815.6% | +365.4% | +3,450.2% | +2,265.2% |
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