+3,184.7%
STX vs USFD
+340.6%
+2,844.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -2.8% | -13.4% | -15.5% |
| 7D | -33.4% | +3.9% | -37.3% | -34.2% |
| 30D | -42.1% | +10.7% | -52.8% | -43.9% |
| 3M | -44.3% | +6.3% | -50.6% | -45.5% |
| 6M | -39.4% | +16.2% | -55.6% | -42.6% |
| YTD | +70.0% | +41.9% | +28.1% | +52.4% |
| 1Y | +70.2% | +44.2% | +26.0% | +51.9% |
| 3Y | +585.2% | +159.8% | +425.4% | +419.7% |
| 5Y | +455.7% | +177.1% | +278.6% | +307.4% |
| 10Y | +2,007.9% | +376.2% | +1,631.7% | +1,181.1% |
| All | +3,184.7% | +340.6% | +2,844.0% | +2,023.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling