+376.6%
USFD vs STZ
+11.6%
+365.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +8.4% | +5.3% | +3.0% | +5.5% |
| 30D | +12.7% | +19.6% | -6.8% | +2.3% |
| 3M | +1.1% | +10.0% | -8.8% | -4.5% |
| 6M | +30.2% | -0.3% | +30.4% | +28.7% |
| YTD | +45.8% | +8.6% | +37.3% | +35.1% |
| 1Y | +51.9% | +16.6% | +35.3% | +34.1% |
| 3Y | +158.5% | -34.8% | +193.3% | +210.3% |
| 5Y | +208.0% | -27.8% | +235.9% | +235.1% |
| 10Y | +376.6% | +12.5% | +364.1% | +316.8% |
| All | +376.6% | +11.6% | +365.0% | +316.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 10y: compounded portfolio wealth divided by compounded STZ 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…
10y analysis · Full analysis span regression · 6 months rolling