+88.3%
SCHG vs USFD
+162.9%
-74.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.1% | -3.3% | +3.3% | +0.8% |
| 30D | -1.5% | -5.3% | +3.8% | -0.2% |
| 3M | +4.4% | +18.8% | -14.4% | -0.8% |
| 6M | +15.7% | +14.3% | +1.4% | +10.9% |
| YTD | +8.3% | +36.9% | -28.6% | -4.0% |
| 1Y | +14.2% | +31.7% | -17.5% | +2.6% |
| 3Y | +88.3% | +164.5% | -76.2% | +36.1% |
| All | +88.3% | +162.9% | -74.7% | +36.1% |
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