+2,071.0%
STX vs USFD
+368.6%
+1,702.4%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.1% | +6.7% | +9.0% |
| 7D | -14.8% | +3.9% | -18.7% | -15.7% |
| 30D | -35.4% | +12.8% | -48.2% | -37.6% |
| 3M | -37.7% | +1.0% | -38.6% | -38.1% |
| 6M | -35.2% | +30.3% | -65.5% | -40.5% |
| YTD | +84.4% | +46.0% | +38.4% | +64.2% |
| 1Y | +82.3% | +49.6% | +32.6% | +61.3% |
| 3Y | +646.2% | +166.3% | +480.0% | +463.2% |
| 5Y | +487.4% | +208.4% | +279.0% | +321.2% |
| 10Y | +2,071.0% | +371.2% | +1,699.8% | +1,278.1% |
| All | +2,071.0% | +368.6% | +1,702.4% | +1,278.1% |
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 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