+52.1%
USFD vs STLA
-61.0%
+113.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.1% |
| 7D | -0.2% | -11.6% | +11.4% | +0.5% |
| 30D | +12.3% | -6.2% | +18.5% | +12.9% |
| 3M | -0.7% | -24.6% | +23.9% | +0.3% |
| 6M | +31.3% | -44.9% | +76.2% | +34.0% |
| YTD | +45.7% | -62.3% | +108.0% | +49.3% |
| 1Y | +52.1% | -61.8% | +113.9% | +54.4% |
| All | +52.1% | -61.0% | +113.2% | +54.4% |
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