+201.0%
STT vs USFD
+368.6%
-167.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +2.1% |
| 7D | +0.9% | +3.9% | -3.0% | -0.6% |
| 30D | -2.3% | +12.8% | -15.2% | -6.8% |
| 3M | -7.0% | +1.0% | -8.0% | -7.7% |
| 6M | +15.5% | +30.3% | -14.8% | +3.4% |
| YTD | +35.6% | +46.0% | -10.4% | +14.6% |
| 1Y | +47.9% | +49.6% | -1.8% | +23.6% |
| 3Y | +181.1% | +166.3% | +14.8% | +86.6% |
| 5Y | +108.2% | +208.4% | -100.2% | +28.4% |
| 10Y | +201.0% | +371.2% | -170.2% | +61.5% |
| All | +201.0% | +368.6% | -167.6% | +61.5% |
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