+596.2%
STX vs USFD
+159.7%
+436.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.8% | -13.4% | -15.6% |
| 7D | -33.4% | +3.9% | -37.3% | -34.1% |
| 30D | -42.1% | +10.7% | -52.8% | -43.9% |
| 3M | -44.3% | +6.3% | -50.6% | -45.4% |
| 6M | -39.4% | +16.2% | -55.6% | -43.3% |
| YTD | +70.0% | +41.9% | +28.1% | +46.3% |
| 1Y | +70.2% | +44.2% | +26.0% | +45.4% |
| All | +596.2% | +159.7% | +436.6% | +420.5% |
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 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