+0.8%
SCHW vs USFD
+49.6%
-48.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.5% | -3.9% | +3.7% |
| 7D | +5.2% | +7.8% | -2.7% | +4.3% |
| 30D | -4.7% | +16.2% | -20.9% | -5.9% |
| 3M | -11.9% | +11.0% | -22.9% | -12.9% |
| 6M | +2.7% | +20.7% | -18.0% | +0.8% |
| YTD | -5.6% | +46.0% | -51.6% | -10.0% |
| 1Y | +0.8% | +49.8% | -49.0% | -4.0% |
| All | +0.8% | +49.6% | -48.8% | -4.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling