+52.1%
USFD vs STZ
+15.1%
+37.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -0.2% | -0.9% | +0.8% | 0.0% |
| 30D | +12.3% | +14.9% | -2.6% | +10.3% |
| 3M | -0.7% | +8.4% | -9.1% | -1.9% |
| 6M | +31.3% | +2.8% | +28.5% | +29.8% |
| YTD | +45.7% | +7.5% | +38.2% | +46.5% |
| 1Y | +52.1% | +12.5% | +39.6% | +58.3% |
| All | +52.1% | +15.1% | +37.0% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling