+553.0%
SCHD vs FDX
+513.9%
+39.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-09.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.4% |
| 7D | -2.6% | -2.3% | -0.3% | -1.9% |
| 30D | -0.3% | -4.9% | +4.6% | +1.2% |
| 3M | +6.1% | -6.5% | +12.5% | +7.9% |
| 6M | +11.7% | +6.7% | +5.1% | +8.6% |
| YTD | +26.3% | +33.9% | -7.5% | +14.2% |
| 1Y | +28.8% | +72.2% | -43.4% | +7.3% |
| 3Y | +55.0% | +60.2% | -5.2% | +28.2% |
| 5Y | +60.0% | +62.9% | -2.9% | +27.2% |
| 10Y | +243.1% | +178.8% | +64.3% | +106.3% |
| All | +553.0% | +513.9% | +39.1% | +186.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1990-01-01 to 2026-09-09: compounded portfolio wealth divided by compounded FDX 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…
1990-01-01 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling