+17.8%
SCHW vs USFD
+23.2%
-5.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +0.9% |
| 7D | -2.8% | -8.0% | +5.2% | -2.0% |
| 30D | -0.1% | -13.1% | +13.0% | +1.3% |
| 3M | +20.6% | +6.5% | +14.1% | +19.3% |
| 6M | +15.9% | +5.7% | +10.2% | +14.9% |
| YTD | +8.5% | +27.5% | -19.0% | +3.7% |
| 1Y | +17.8% | +23.4% | -5.6% | +15.7% |
| All | +17.8% | +23.2% | -5.3% | +15.7% |
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