+46.2%
STT vs USFD
+49.7%
-3.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.1% | +0.1% | +3.1% |
| 7D | +0.9% | +3.9% | -3.0% | +0.7% |
| 30D | -2.3% | +12.8% | -15.2% | -2.6% |
| 3M | -7.0% | +1.0% | -8.0% | -7.3% |
| 6M | +15.5% | +30.3% | -14.8% | +14.6% |
| YTD | +35.6% | +46.0% | -10.4% | +30.7% |
| All | +46.2% | +49.7% | -3.6% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling