+62.8%
SCHD vs USFD
+208.8%
-145.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | +0.1% |
| 7D | +1.4% | +1.3% | +0.1% | +1.1% |
| 30D | +7.7% | +10.6% | -2.9% | +4.9% |
| 3M | +5.7% | -2.4% | +8.1% | +6.1% |
| 6M | +14.9% | +28.9% | -14.0% | +7.1% |
| YTD | +34.2% | +43.7% | -9.5% | +20.2% |
| 1Y | +36.8% | +48.5% | -11.7% | +21.1% |
| 3Y | +73.2% | +154.7% | -81.5% | +29.5% |
| 5Y | +62.8% | +218.4% | -155.6% | +11.2% |
| All | +62.8% | +208.8% | -145.9% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling