+213.8%
USFD vs STZ
-28.3%
+242.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -0.2% | -0.9% | +0.8% | +0.1% |
| 30D | +12.3% | +14.9% | -2.6% | +8.2% |
| 3M | -0.7% | +8.4% | -9.1% | -3.0% |
| 6M | +31.3% | +2.8% | +28.5% | +29.6% |
| YTD | +45.7% | +7.5% | +38.2% | +40.8% |
| 1Y | +52.1% | +12.5% | +39.6% | +44.5% |
| 3Y | +158.2% | -35.4% | +193.6% | +192.1% |
| 5Y | +213.8% | -29.3% | +243.0% | +208.7% |
| All | +213.8% | -28.3% | +242.0% | +208.7% |
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