+313.0%
SCHW vs USFD
+329.0%
-16.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.8% | -3.0% | +2.2% | +0.2% |
| 30D | +1.5% | +3.5% | -2.1% | +0.2% |
| 3M | +24.6% | +26.6% | -2.0% | +15.0% |
| 6M | +14.5% | +11.7% | +2.8% | +9.8% |
| YTD | +10.5% | +38.1% | -27.7% | -1.9% |
| 1Y | +13.4% | +33.4% | -20.0% | +1.6% |
| 3Y | +88.3% | +155.8% | -67.6% | +34.9% |
| 5Y | +62.1% | +214.0% | -152.0% | +7.3% |
| 10Y | +297.3% | +320.4% | -23.1% | +148.3% |
| All | +313.0% | +329.0% | -16.0% | +157.6% |
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