+476.2%
SCHG vs USFD
+329.0%
+147.2%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -0.7% | -3.0% | +2.3% | 0.0% |
| 30D | +0.2% | +3.5% | -3.3% | -0.7% |
| 3M | +2.2% | +26.6% | -24.3% | -3.9% |
| 6M | +15.0% | +11.7% | +3.3% | +11.2% |
| YTD | +9.2% | +38.1% | -29.0% | -0.6% |
| 1Y | +15.7% | +33.4% | -17.7% | +6.1% |
| 3Y | +87.3% | +155.8% | -68.5% | +45.2% |
| 5Y | +84.5% | +214.0% | -129.6% | +34.8% |
| 10Y | +448.7% | +320.4% | +128.3% | +261.4% |
| All | +476.2% | +329.0% | +147.2% | +278.3% |
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