+194.0%
STT vs USFD
+359.9%
-166.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +4.8% | +1.7% | +3.1% | +4.1% |
| 30D | +3.9% | +10.2% | -6.2% | 0.0% |
| 3M | -8.2% | -1.5% | -6.7% | -8.0% |
| 6M | +15.6% | +27.3% | -11.7% | +4.4% |
| YTD | +37.6% | +44.0% | -6.4% | +17.0% |
| 1Y | +50.1% | +50.4% | -0.2% | +25.2% |
| 3Y | +183.1% | +153.6% | +29.5% | +91.4% |
| 5Y | +104.8% | +219.0% | -114.1% | +24.9% |
| All | +194.0% | +359.9% | -166.0% | +58.4% |
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