+321.0%
USFD vs STLA
+54.0%
+267.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.8% |
| 7D | -3.0% | +2.6% | -5.6% | -3.9% |
| 30D | +3.5% | -1.2% | +4.8% | +3.5% |
| 3M | +26.6% | -24.8% | +51.3% | +37.8% |
| 6M | +11.7% | -25.6% | +37.3% | +20.9% |
| YTD | +38.1% | -48.9% | +87.1% | +67.2% |
| 1Y | +33.4% | -38.8% | +72.2% | +48.2% |
| 3Y | +155.8% | -64.5% | +220.4% | +230.2% |
| 5Y | +214.0% | -62.4% | +276.5% | +280.6% |
| All | +321.0% | +54.0% | +267.0% | +239.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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