+61.5%
SCHD vs USFD
+214.6%
-153.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -1.1% | -3.3% | +2.2% | -0.3% |
| 30D | +1.5% | -5.3% | +6.8% | +2.9% |
| 3M | +7.4% | +18.8% | -11.4% | +2.6% |
| 6M | +12.4% | +14.3% | -1.9% | +8.1% |
| YTD | +27.5% | +36.9% | -9.4% | +16.1% |
| 1Y | +30.0% | +31.7% | -1.7% | +19.4% |
| 3Y | +56.5% | +164.5% | -108.0% | +16.7% |
| All | +61.5% | +214.6% | -153.1% | +10.6% |
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