+157.8%
USFD vs STZ
-37.2%
+195.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | +3.0% | +4.9% | -2.0% | +2.2% |
| 30D | +11.1% | +20.9% | -9.8% | +7.7% |
| 3M | -0.3% | +8.0% | -8.3% | -1.6% |
| 6M | +15.9% | -5.3% | +21.2% | +16.5% |
| YTD | +41.6% | +5.9% | +35.7% | +39.3% |
| 1Y | +49.4% | +14.2% | +35.2% | +44.7% |
| 3Y | +157.8% | -37.0% | +194.8% | +178.2% |
| All | +157.8% | -37.2% | +195.0% | +178.2% |
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