+328.9%
USFD vs STZ
+9.2%
+319.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.2% | -2.5% |
| 7D | +3.9% | +11.8% | -7.9% | -1.9% |
| 30D | +10.7% | +26.0% | -15.3% | -2.2% |
| 3M | +6.3% | +11.5% | -5.2% | -0.2% |
| 6M | +16.2% | -2.0% | +18.2% | +16.1% |
| YTD | +41.9% | +7.9% | +34.0% | +32.1% |
| 1Y | +44.2% | +13.9% | +30.3% | +29.4% |
| 3Y | +159.8% | -35.8% | +195.6% | +213.8% |
| 5Y | +177.1% | -28.4% | +205.5% | +203.0% |
| 10Y | +376.2% | +7.1% | +369.1% | +316.9% |
| All | +328.9% | +9.2% | +319.7% | +276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling