+2,108.4%
STX vs USFD
+375.5%
+1,732.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -0.1% | +10.1% | +10.0% |
| 7D | -1.0% | -0.2% | -0.8% | -0.7% |
| 30D | -26.8% | +12.3% | -39.1% | -29.2% |
| 3M | -32.7% | -0.7% | -32.0% | -32.9% |
| 6M | -33.7% | +31.3% | -65.0% | -39.3% |
| YTD | +101.0% | +45.7% | +55.3% | +79.1% |
| 1Y | +92.7% | +52.1% | +40.6% | +69.8% |
| 3Y | +708.7% | +158.2% | +550.5% | +515.2% |
| 5Y | +504.0% | +213.8% | +290.3% | +331.6% |
| 10Y | +2,108.4% | +367.0% | +1,741.3% | +1,291.0% |
| All | +2,108.4% | +375.5% | +1,732.8% | +1,291.0% |
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 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