+365.4%
STX vs USFD
+34.2%
+331.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.4% |
| 7D | +2.4% | -3.0% | +5.4% | +3.0% |
| 30D | +1.4% | +3.5% | -2.1% | +0.6% |
| 3M | -8.2% | +26.6% | -34.8% | -16.9% |
| 6M | +127.0% | +11.7% | +115.3% | +117.4% |
| YTD | +209.1% | +38.1% | +171.0% | +176.3% |
| 1Y | +365.4% | +33.4% | +332.0% | +292.2% |
| All | +365.4% | +34.2% | +331.2% | +292.2% |
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