+166.3%
USFD vs STLA
-73.7%
+240.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +3.9% | -6.4% | +10.3% | +4.8% |
| 30D | +12.8% | -1.3% | +14.2% | +13.0% |
| 3M | +1.0% | -19.9% | +20.9% | +3.4% |
| 6M | +30.3% | -42.9% | +73.2% | +38.9% |
| YTD | +46.0% | -59.4% | +105.4% | +61.9% |
| 1Y | +49.6% | -56.8% | +106.5% | +63.7% |
| 3Y | +166.3% | -73.1% | +239.3% | +216.1% |
| All | +166.3% | -73.7% | +240.0% | +216.1% |
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 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