+328.9%
USFD vs STLA
+16.3%
+312.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.5% | +1.7% | -1.4% |
| 7D | +3.9% | -5.5% | +9.5% | +5.9% |
| 30D | +10.7% | -3.7% | +14.4% | +11.7% |
| 3M | +6.3% | -21.1% | +27.5% | +13.4% |
| 6M | +16.2% | -38.3% | +54.6% | +32.9% |
| YTD | +41.9% | -59.2% | +101.1% | +81.9% |
| 1Y | +44.2% | -56.7% | +100.9% | +80.0% |
| 3Y | +159.8% | -74.3% | +234.1% | +270.1% |
| 5Y | +177.1% | -70.2% | +247.3% | +258.2% |
| 10Y | +376.2% | +23.4% | +352.8% | +325.4% |
| All | +328.9% | +16.3% | +312.7% | +279.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling