+367.0%
USFD vs STZ
+12.8%
+354.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.4% |
| 7D | -0.2% | -0.9% | +0.8% | +0.4% |
| 30D | +12.3% | +14.9% | -2.6% | +4.2% |
| 3M | -0.7% | +8.4% | -9.1% | -5.5% |
| 6M | +31.3% | +2.8% | +28.5% | +27.6% |
| YTD | +45.7% | +7.5% | +38.2% | +35.6% |
| 1Y | +52.1% | +12.5% | +39.6% | +37.1% |
| 3Y | +158.2% | -35.4% | +193.6% | +211.6% |
| 5Y | +213.8% | -29.3% | +243.0% | +246.0% |
| 10Y | +367.0% | +11.8% | +355.2% | +309.6% |
| All | +367.0% | +12.8% | +354.2% | +309.6% |
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