+353.3%
USFD vs STLA
-3.1%
+356.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.1% | +4.7% | +0.7% |
| 7D | +1.3% | -13.1% | +14.4% | +6.1% |
| 30D | +10.6% | -13.3% | +23.8% | +15.5% |
| 3M | -2.4% | -27.9% | +25.4% | +7.5% |
| 6M | +28.9% | -47.8% | +76.8% | +57.3% |
| YTD | +43.7% | -64.6% | +108.3% | +95.9% |
| 1Y | +48.5% | -64.0% | +112.5% | +100.2% |
| 3Y | +154.7% | -76.8% | +231.5% | +282.5% |
| 5Y | +218.4% | -74.2% | +292.5% | +336.9% |
| All | +353.3% | -3.1% | +356.4% | +299.9% |
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