+60.6%
SCHW vs USFD
+189.4%
-128.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.3% |
| 7D | -2.8% | -8.0% | +5.2% | +0.3% |
| 30D | -0.1% | -13.1% | +13.0% | +5.4% |
| 3M | +20.6% | +6.5% | +14.1% | +16.8% |
| 6M | +15.9% | +5.7% | +10.2% | +12.2% |
| YTD | +8.5% | +27.5% | -19.0% | -4.2% |
| 1Y | +17.8% | +23.4% | -5.6% | +5.3% |
| 3Y | +88.5% | +146.4% | -57.9% | +20.2% |
| 5Y | +60.6% | +196.8% | -136.1% | -12.0% |
| All | +60.6% | +189.4% | -128.8% | -12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling