+157.8%
USFD vs STLA
-74.0%
+231.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +3.0% | -4.5% | +7.5% | +3.6% |
| 30D | +11.1% | -3.9% | +15.0% | +11.5% |
| 3M | -0.3% | -20.2% | +19.9% | +2.1% |
| 6M | +15.9% | -42.2% | +58.0% | +23.3% |
| YTD | +41.6% | -59.3% | +100.9% | +57.0% |
| 1Y | +49.4% | -56.1% | +105.4% | +62.9% |
| 3Y | +157.8% | -73.7% | +231.5% | +205.3% |
| All | +157.8% | -74.0% | +231.9% | +205.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling