+452.8%
SCHG vs USFD
+347.2%
+105.6%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +2.7% | +1.7% | +1.1% | +2.3% |
| 30D | -5.2% | +10.2% | -15.3% | -7.5% |
| 3M | -5.2% | -1.5% | -3.7% | -5.1% |
| 6M | -0.6% | +27.3% | -27.9% | -7.0% |
| YTD | +4.7% | +44.0% | -39.3% | -5.8% |
| 1Y | +6.0% | +50.4% | -44.3% | -5.8% |
| 3Y | +78.9% | +153.6% | -74.7% | +38.9% |
| 5Y | +69.9% | +219.0% | -149.1% | +23.6% |
| 10Y | +433.0% | +361.5% | +71.5% | +246.0% |
| All | +452.8% | +347.2% | +105.6% | +258.3% |
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