+354.1%
USFD vs STLA
-4.1%
+358.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | +1.7% | -13.8% | +15.4% | +6.7% |
| 30D | +10.2% | -10.5% | +20.7% | +13.9% |
| 3M | -1.5% | -28.9% | +27.4% | +9.1% |
| 6M | +27.3% | -49.7% | +77.1% | +57.4% |
| YTD | +44.0% | -64.9% | +108.9% | +97.0% |
| 1Y | +50.4% | -64.0% | +114.4% | +102.7% |
| 3Y | +153.6% | -77.4% | +231.0% | +284.9% |
| 5Y | +219.0% | -74.4% | +293.4% | +339.2% |
| All | +354.1% | -4.1% | +358.2% | +302.1% |
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