+646.2%
STX vs USFD
+167.5%
+478.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.1% | +6.7% | +9.0% |
| 7D | -14.8% | +3.9% | -18.7% | -15.5% |
| 30D | -35.4% | +12.8% | -48.2% | -37.6% |
| 3M | -37.7% | +1.0% | -38.6% | -37.7% |
| 6M | -35.2% | +30.3% | -65.5% | -42.1% |
| YTD | +84.4% | +46.0% | +38.4% | +57.5% |
| 1Y | +82.3% | +49.6% | +32.6% | +54.2% |
| 3Y | +646.2% | +166.3% | +480.0% | +447.4% |
| All | +646.2% | +167.5% | +478.7% | +447.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling