+295.2%
SCHW vs USFD
+310.2%
-15.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.2% |
| 7D | -2.8% | -8.0% | +5.2% | -0.2% |
| 30D | -0.1% | -13.1% | +13.0% | +4.5% |
| 3M | +20.6% | +6.5% | +14.1% | +17.6% |
| 6M | +15.9% | +5.7% | +10.2% | +13.0% |
| YTD | +8.5% | +27.5% | -19.0% | -1.3% |
| 1Y | +17.8% | +23.4% | -5.6% | +8.1% |
| 3Y | +88.5% | +146.4% | -57.9% | +36.2% |
| 5Y | +60.6% | +196.8% | -136.1% | +7.9% |
| All | +295.2% | +310.2% | -15.0% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling