+476.2%
STX vs USFD
+215.4%
+260.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | +14.6% | +1.7% | +12.9% | +14.0% |
| 30D | -26.0% | +10.2% | -36.1% | -29.1% |
| 3M | -42.6% | -1.5% | -41.1% | -42.6% |
| 6M | -35.3% | +27.3% | -62.6% | -43.0% |
| YTD | +92.5% | +44.0% | +48.5% | +59.7% |
| 1Y | +102.4% | +50.4% | +52.0% | +64.7% |
| 3Y | +673.8% | +153.6% | +520.3% | +382.0% |
| All | +476.2% | +215.4% | +260.7% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling