+82.9%
SCHG vs USFD
+197.4%
-114.5%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.5% | +4.8% | +1.3% |
| 7D | -0.9% | -7.0% | +6.1% | +1.7% |
| 30D | -2.3% | -10.3% | +8.0% | +1.5% |
| 3M | +4.5% | +9.2% | -4.7% | +0.5% |
| 6M | +13.6% | +7.4% | +6.2% | +9.3% |
| YTD | +7.6% | +29.4% | -21.8% | -5.4% |
| 1Y | +13.0% | +24.8% | -11.8% | +0.7% |
| 3Y | +87.0% | +150.0% | -63.0% | +21.2% |
| 5Y | +82.9% | +195.5% | -112.6% | +7.0% |
| All | +82.9% | +197.4% | -114.5% | +7.0% |
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