+1,883.6%
STX vs USFD
+369.7%
+1,513.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | -28.5% | +3.0% | -31.4% | -29.2% |
| 30D | -42.9% | +11.1% | -54.0% | -44.7% |
| 3M | -45.9% | -0.3% | -45.6% | -46.2% |
| 6M | -41.3% | +15.9% | -57.2% | -44.4% |
| YTD | +67.9% | +41.6% | +26.3% | +50.7% |
| 1Y | +66.5% | +49.4% | +17.1% | +47.3% |
| 3Y | +588.0% | +157.8% | +430.1% | +423.3% |
| 5Y | +449.1% | +176.6% | +272.4% | +303.1% |
| All | +1,883.6% | +369.7% | +1,513.9% | +1,179.5% |
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