+252.1%
STT vs USFD
+340.6%
-88.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -2.8% | -1.9% | -3.7% |
| 7D | -4.9% | +3.9% | -8.8% | -6.4% |
| 30D | -6.0% | +10.7% | -16.7% | -9.6% |
| 3M | -11.7% | +6.3% | -18.0% | -14.2% |
| 6M | +11.7% | +16.2% | -4.5% | +4.4% |
| YTD | +30.4% | +41.9% | -11.4% | +11.7% |
| 1Y | +43.9% | +44.2% | -0.3% | +22.2% |
| 3Y | +165.4% | +159.8% | +5.6% | +78.8% |
| 5Y | +101.0% | +177.1% | -76.1% | +29.5% |
| 10Y | +210.7% | +376.2% | -165.5% | +71.1% |
| All | +252.1% | +340.6% | -88.5% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling