+54.8%
SCHD vs FDX
+59.1%
-4.3%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.6% | -0.6% |
| 7D | -2.6% | -2.3% | -0.3% | -2.1% |
| 30D | -0.3% | -4.9% | +4.6% | +0.8% |
| 3M | +6.1% | -6.5% | +12.5% | +7.4% |
| 6M | +11.7% | +6.7% | +5.1% | +9.4% |
| YTD | +26.3% | +33.9% | -7.5% | +17.0% |
| 1Y | +28.8% | +72.2% | -43.4% | +12.1% |
| All | +54.8% | +59.1% | -4.3% | +31.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling