+50.4%
USFD vs STLA
-64.5%
+114.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.2% |
| 7D | +1.7% | -13.8% | +15.4% | +2.6% |
| 30D | +10.2% | -10.5% | +20.7% | +11.1% |
| 3M | -1.5% | -28.9% | +27.4% | -0.1% |
| 6M | +27.3% | -49.7% | +77.1% | +30.7% |
| YTD | +44.0% | -64.9% | +108.9% | +48.1% |
| 1Y | +50.4% | -64.0% | +114.4% | +53.5% |
| All | +50.4% | -64.5% | +114.8% | +53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling