+238.6%
SCHD vs FDX
+182.5%
+56.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | -2.0% | -3.3% | +1.3% | -1.0% |
| 30D | -0.4% | -4.5% | +4.1% | +0.9% |
| 3M | +5.7% | -7.3% | +13.1% | +7.9% |
| 6M | +11.9% | +7.5% | +4.3% | +8.6% |
| YTD | +26.4% | +35.1% | -8.6% | +14.3% |
| 1Y | +27.6% | +71.4% | -43.8% | +7.1% |
| 3Y | +54.9% | +60.8% | -5.9% | +28.7% |
| 5Y | +60.9% | +65.5% | -4.5% | +28.2% |
| All | +238.6% | +182.5% | +56.2% | +111.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling