+3,988.2%
STRL vs USFD
+368.6%
+3,619.6%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.0% | +3.1% | +11.9% | +13.9% |
| 7D | -13.3% | +3.9% | -17.3% | -15.2% |
| 30D | -43.3% | +12.8% | -56.2% | -46.4% |
| 3M | -46.9% | +1.0% | -47.8% | -47.6% |
| 6M | -65.6% | +30.3% | -95.9% | -69.6% |
| YTD | -5.1% | +46.0% | -51.0% | -19.7% |
| 1Y | -23.1% | +49.6% | -72.7% | -35.5% |
| 3Y | +346.8% | +166.3% | +180.6% | +205.8% |
| 5Y | +907.2% | +208.4% | +698.8% | +542.4% |
| 10Y | +3,988.2% | +371.2% | +3,616.9% | +2,291.6% |
| All | +3,988.2% | +368.6% | +3,619.6% | +2,291.6% |
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