+376.6%
USFD vs STLA
+12.4%
+364.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +1.1% |
| 7D | +8.4% | -4.9% | +13.3% | +10.3% |
| 30D | +12.7% | -4.9% | +17.7% | +14.3% |
| 3M | +1.1% | -23.7% | +24.8% | +9.4% |
| 6M | +30.2% | -45.0% | +75.1% | +56.1% |
| YTD | +45.8% | -60.9% | +106.7% | +92.2% |
| 1Y | +51.9% | -58.9% | +110.8% | +95.4% |
| 3Y | +158.5% | -74.4% | +232.9% | +275.1% |
| 5Y | +208.0% | -71.5% | +279.6% | +309.0% |
| 10Y | +376.6% | +5.3% | +371.3% | +327.1% |
| All | +376.6% | +12.4% | +364.2% | +327.1% |
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