+4,846.2%
STRL vs USFD
+340.6%
+4,505.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.9% | -2.8% | -11.1% | -12.9% |
| 7D | -34.6% | +3.9% | -38.5% | -36.2% |
| 30D | -56.7% | +10.7% | -67.3% | -58.7% |
| 3M | -54.4% | +6.3% | -60.7% | -56.0% |
| 6M | -69.7% | +16.2% | -85.9% | -72.0% |
| YTD | -20.2% | +41.9% | -62.1% | -31.7% |
| 1Y | -40.6% | +44.2% | -84.8% | -49.4% |
| 3Y | +221.7% | +159.8% | +61.9% | +122.8% |
| 5Y | +799.0% | +177.1% | +621.9% | +495.8% |
| 10Y | +3,451.5% | +376.2% | +3,075.3% | +2,009.9% |
| All | +4,846.2% | +340.6% | +4,505.5% | +2,829.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling