+504.0%
STRL vs USFD
+156.9%
+347.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.1% | +5.9% |
| 7D | +3.4% | -3.0% | +6.4% | +5.0% |
| 30D | -9.2% | +3.5% | -12.8% | -11.1% |
| 3M | -51.0% | +26.6% | -77.6% | -58.8% |
| 6M | +15.8% | +11.7% | +4.1% | +6.3% |
| YTD | +58.9% | +38.1% | +20.7% | +24.4% |
| 1Y | +68.5% | +33.4% | +35.1% | +34.9% |
| All | +504.0% | +156.9% | +347.1% | +227.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling