+1,972.8%
STX vs USFD
+359.9%
+1,612.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.1% |
| 7D | +14.6% | +1.7% | +12.9% | +14.2% |
| 30D | -26.0% | +10.2% | -36.1% | -28.1% |
| 3M | -42.6% | -1.5% | -41.1% | -42.7% |
| 6M | -35.3% | +27.3% | -62.6% | -40.2% |
| YTD | +92.5% | +44.0% | +48.5% | +72.0% |
| 1Y | +102.4% | +50.4% | +52.0% | +78.9% |
| 3Y | +673.8% | +153.6% | +520.3% | +491.6% |
| 5Y | +463.1% | +219.0% | +244.1% | +301.4% |
| All | +1,972.8% | +359.9% | +1,612.9% | +1,216.7% |
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