+266.3%
STT vs USFD
+322.6%
-56.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +0.5% | -3.0% | +3.5% | +1.6% |
| 30D | +3.9% | +3.5% | +0.3% | +2.3% |
| 3M | +20.0% | +26.6% | -6.6% | +9.1% |
| 6M | +55.3% | +11.7% | +43.6% | +47.6% |
| YTD | +53.3% | +38.1% | +15.2% | +32.8% |
| 1Y | +74.7% | +33.4% | +41.3% | +53.0% |
| 3Y | +205.8% | +155.8% | +50.0% | +106.4% |
| 5Y | +145.0% | +214.0% | -69.0% | +50.3% |
| All | +266.3% | +322.6% | -56.3% | +95.8% |
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