+214.3%
USFD vs STZ
-29.4%
+243.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +1.7% | +2.6% | -0.9% | +1.0% |
| 30D | +10.2% | +15.2% | -5.0% | +6.0% |
| 3M | -1.5% | +7.6% | -9.1% | -3.6% |
| 6M | +27.3% | +5.3% | +22.1% | +24.9% |
| YTD | +44.0% | +8.6% | +35.3% | +38.7% |
| 1Y | +50.4% | +15.6% | +34.8% | +41.7% |
| 3Y | +153.6% | -35.2% | +188.7% | +187.0% |
| All | +214.3% | -29.4% | +243.6% | +216.8% |
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