+227.8%
STRL vs USFD
+159.7%
+68.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.8% | -11.1% | -12.7% |
| 7D | -34.6% | +3.9% | -38.5% | -36.3% |
| 30D | -56.7% | +10.7% | -67.3% | -59.3% |
| 3M | -54.4% | +6.3% | -60.7% | -56.4% |
| 6M | -69.7% | +16.2% | -85.9% | -73.1% |
| YTD | -20.2% | +41.9% | -62.1% | -39.3% |
| 1Y | -40.6% | +44.2% | -84.8% | -55.4% |
| All | +227.8% | +159.7% | +68.2% | +82.9% |
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