+216.3%
USFD vs STZ
-33.3%
+249.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | -3.0% | -1.9% | -1.1% | -2.5% |
| 30D | +3.5% | -1.9% | +5.4% | +4.0% |
| 3M | +26.6% | -6.2% | +32.8% | +28.4% |
| 6M | +11.7% | -14.0% | +25.7% | +15.7% |
| YTD | +38.1% | -5.1% | +43.2% | +38.2% |
| 1Y | +33.4% | -9.6% | +43.0% | +35.1% |
| 3Y | +155.8% | -47.2% | +203.1% | +212.9% |
| All | +216.3% | -33.3% | +249.6% | +224.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling