+203.1%
STT vs USFD
+375.5%
-172.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | -0.4% | +12.3% | -12.8% | -4.9% |
| 3M | -6.5% | -0.7% | -5.8% | -6.6% |
| 6M | +17.2% | +31.3% | -14.1% | +4.6% |
| YTD | +38.2% | +45.7% | -7.5% | +16.9% |
| 1Y | +49.3% | +52.1% | -2.8% | +23.9% |
| 3Y | +181.9% | +158.2% | +23.7% | +89.3% |
| 5Y | +106.9% | +213.8% | -106.8% | +26.8% |
| 10Y | +203.1% | +367.0% | -163.9% | +61.3% |
| All | +203.1% | +375.5% | -172.4% | +61.3% |
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