+158.3%
USFD vs STZ
-36.0%
+194.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.7% |
| 7D | +3.9% | +11.8% | -7.9% | +2.1% |
| 30D | +10.7% | +26.0% | -15.3% | +6.6% |
| 3M | +6.3% | +11.5% | -5.2% | +4.3% |
| 6M | +16.2% | -2.0% | +18.2% | +16.1% |
| YTD | +41.9% | +7.9% | +34.0% | +39.1% |
| 1Y | +44.2% | +13.9% | +30.3% | +39.8% |
| All | +158.3% | -36.0% | +194.3% | +177.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling