+237.3%
SCHD vs USFD
+310.2%
-72.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | 0.0% |
| 7D | -3.1% | -8.0% | +4.9% | -1.3% |
| 30D | -0.8% | -13.1% | +12.3% | +2.3% |
| 3M | +6.2% | +6.5% | -0.3% | +4.4% |
| 6M | +11.8% | +5.7% | +6.1% | +9.9% |
| YTD | +26.0% | +27.5% | -1.6% | +18.1% |
| 1Y | +28.1% | +23.4% | +4.7% | +20.8% |
| 3Y | +54.6% | +146.4% | -91.8% | +23.3% |
| 5Y | +60.3% | +196.8% | -136.4% | +20.3% |
| All | +237.3% | +310.2% | -72.8% | +131.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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