+277.3%
SCHD vs USFD
+346.4%
-69.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | +5.7% | -2.4% | +8.1% | +6.1% |
| 6M | +14.9% | +28.9% | -14.0% | +8.1% |
| YTD | +34.2% | +43.7% | -9.5% | +22.3% |
| 1Y | +36.8% | +48.5% | -11.7% | +23.6% |
| 3Y | +73.2% | +154.7% | -81.5% | +37.3% |
| 5Y | +62.8% | +218.4% | -155.6% | +20.6% |
| 10Y | +257.2% | +360.6% | -103.5% | +143.5% |
| All | +277.3% | +346.4% | -69.1% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling