+202.9%
STT vs USFD
+369.7%
-166.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -2.5% | +3.0% | -5.4% | -3.7% |
| 30D | -5.0% | +11.1% | -16.0% | -8.8% |
| 3M | -10.5% | -0.3% | -10.2% | -10.8% |
| 6M | +10.0% | +15.9% | -5.9% | +2.9% |
| YTD | +30.7% | +41.6% | -10.9% | +11.7% |
| 1Y | +43.8% | +49.4% | -5.6% | +20.1% |
| 3Y | +168.1% | +157.8% | +10.2% | +80.1% |
| 5Y | +101.4% | +176.6% | -75.2% | +29.0% |
| All | +202.9% | +369.7% | -166.8% | +67.4% |
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