+177.8%
STT vs USFD
+163.9%
+13.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.1% | +8.4% | -7.3% | -1.2% |
| 30D | -1.9% | +12.7% | -14.7% | -5.3% |
| 3M | -7.6% | +1.1% | -8.7% | -8.1% |
| 6M | +16.0% | +30.2% | -14.2% | +5.8% |
| YTD | +36.2% | +45.8% | -9.7% | +15.3% |
| 1Y | +46.8% | +51.9% | -5.1% | +21.5% |
| 3Y | +177.8% | +158.5% | +19.3% | +84.0% |
| All | +177.8% | +163.9% | +13.9% | +84.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling