+73.6%
SCHD vs USFD
+155.8%
-82.2%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | 0.0% |
| 7D | +1.4% | +1.3% | +0.1% | +1.2% |
| 30D | +7.7% | +10.6% | -2.9% | +5.4% |
| 3M | +5.7% | -2.4% | +8.1% | +6.1% |
| 6M | +14.9% | +28.9% | -14.0% | +8.5% |
| YTD | +34.2% | +43.7% | -9.5% | +21.8% |
| 1Y | +36.8% | +48.5% | -11.7% | +22.9% |
| All | +73.6% | +155.8% | -82.2% | +34.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling